Option pricing with V. G. Martingale components
Year of publication: |
2008
|
---|---|
Authors: | Milne, Frank ; Madan, Dilip |
Publisher: |
Kingston (Ontario) : Queen's University, Department of Economics |
Subject: | Optionspreistheorie | Black-Scholes-Modell | EU-Staaten | option pricing | martingales | V. G. process |
-
The Bitcoin options market : a first look at pricing and risk
Jalan, Akanksha, (2021)
-
Nonparametric predictive inference for European option pricing based on the binomial tree model
He, Ting, (2019)
-
Pricing equations in jump-to-default models
Dyrssen, Hannah, (2014)
- More ...
-
The multinomial option pricing model and its Brownian and poisson limits
Milne, Frank, (1990)
-
Incomplete diversification and asset pricing
Elliott, Robert, (2002)
-
Contingent claims valued and hedged by pricing and investing in a basis
Milne, Frank, (2008)
- More ...