Some possible stock price distributions under incompleteness of the market

DOI10.1016/S0895-7177(03)90067-7zbMath1087.91023MaRDI QIDQ596973

József Gáll

Publication date: 6 August 2004

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

zbMATH Keywords

hedging; pricing; financial mathematics; binomial model

Mathematics Subject Classification ID

91B24: Microeconomic theory (price theory and economic markets)

91G80: Financial applications of other theories

91B26: Auctions, bargaining, bidding and selling, and other market models

91G10: Portfolio theory

Cites Work

• The Pricing of Options and Corporate Liabilities
• Option pricing: A simplified approach
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