scientific article; zbMATH DE number 6444283

zbMATH Open1324.91061MaRDI QIDQ5254656FDOQ5254656

Authors: Sergiĭ Pidkuĭko, Mykola Bab'Yak 

Publication date: 9 June 2015

Title of this publication is not available (Why is that?)

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zbMATH Keywords

asset-pricing modelderivative securityno-arbitrage price

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cited In (2)

• Comparison of equivalent martingale measures in one-period trinomial tree model
• On price of derivative in trinomial asset-pricing model

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