Forecasting financial derivative prices

DOI10.1016/S0960-0779(98)00286-0MaRDI QIDQ997463zbMATH OpenOpenAlexFDO

Authors Yu. S. Gorshkov, A. V. Kryanev, I. Antoniou, Valery V. Ivanov

Publication date 6 August 2007

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0960-0779(98)00286-0

Mathematics Subject Classification ID

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• scientific article; zbMATH DE number 3348602 (Why is no real title available?)
• Martingales and arbitrage in multiperiod securities markets
• The pricing of options and corporate liabilities

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• The numerical model of forecasting aluminium prices by using two initial values

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