Pricing a European option in a black-scholes quanto market when stock price is a semimartingale
E.R. Offen, E.M. Lungu (University of Botswana, Gaborone, Botswana)
Year of publication: |
August 2015
|
---|---|
Authors: | Offen, E. R. ; Lungu, E. M. |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 5.2015, 3, p. 286-303
|
Subject: | Semimartingale | Hedging | Arbitrage | Contingent Claim | Optionspreistheorie | Option pricing theory | Martingal | Martingale | Black-Scholes-Modell | Black-Scholes model | Derivat | Derivative | Börsenkurs | Share price | CAPM |
Saved in:
Online Resource
Saved in favorites
Similar items by subject
-
Ruf, Johannes, (2013)
-
A note on utility indifference pricing
Gerer, Johannes, (2016)
-
Lindgren, Jussi, (2023)
- More ...
Similar items by person