scientific article; zbMATH DE number 1393004

zbMath0969.91003MaRDI QIDQ4936229

Rajeeva L. Karandikar, Gopinath Kallianpur

Publication date: 25 January 2000

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

option pricingsemimartingalesAmerican optionsstochastic integrationarbitrageBlack-Scholes formulacontinuous semimartingalescontinuous-time modelsasset pricesRussian options

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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