Derivative pricing methodology in continuous-time models

DOI10.1016/J.AML.2012.05.011zbMATH Open1260.91096OpenAlexW2034366162MaRDI QIDQ714546FDOQ714546

Authors: Ekkehard Kopp, Marek Capiński 

Publication date: 11 October 2012

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2012.05.011

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zbMATH Keywords

derivative pricingarbitrageextended market

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Mathematics of financial markets.
• Martingale methods in financial modelling.
• Introduction to the mathematics of finance.

Cited In (5)

• Market clearing and derivative pricing
• Title not available (Why is that?)
• Weak time-derivatives and no-arbitrage pricing
• Pricing financial derivatives by a minimizing method
• Pricing of derivatives on mean-reverting assets

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