Arbitrage: the key to pricing options
Year of publication: |
2004
|
---|---|
Authors: | Nosal, Ed ; Wang, Tan |
Published in: |
Economic Commentary. - Federal Reserve Bank of Cleveland. - 2004, Jan, 1
|
Publisher: |
Federal Reserve Bank of Cleveland |
Subject: | Arbitrage | Options (Finance) |
-
Applications of change of numéraire for option pricing
Le Roux, Gawie, (2007)
-
Lin, Cheng-I Eric, (2007)
-
Lee, Jinpyo, (2008)
- More ...
-
Financial Network and Systemic Risk—A Dynamic Model
Chen, Hong, (2021)
-
Uncertainty, risk-neutral measures and security price booms and crashes
Epstein, Larry G., (1994)
-
Intertemporal asset pricing under Knightian uncertainty
Epstein, Larry G., (1992)
- More ...