scientific article; zbMATH DE number 1897412
From MaRDI portal
Recommendations
- Calculation of fair prices for a general Cox-Ross-Rubinstein model
- scientific article; zbMATH DE number 1897410
- Pricing and hedging European options with discrete-time coherent risk
- Recurrence relations for price bounds of contingent claims in discrete time market models
- Super-replication price: it can be ok
Cited in
(9)- Two models of intertemporal price discrimination.
- Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity
- Convex bounds on multiplicative processes, with applications to pricing in incomplete markets
- On the Pricing of American Options in Exponential Lévy Markets
- Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market
- A time-series approach to non-self-financing hedging in a discrete-time incomplete market
- Comparison of option prices in semimartingale models
- Convex hedging of non-superreplicable claims in discrete-time market models
- Calculation of fair prices for a general Cox-Ross-Rubinstein model
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4802407)
