Filar, Jerzy; Kang, Boda; Korolkiewicz, Malgorzata - Finance Discipline Group, Business School - 2008
derivatives, diffusion, bino-
mial approximation, numerical methods, time series, actuarial value.
1 Introduction
Weather …(y) =
integraldisplay ∞
0
e−zzy−1dz. (5.5)
5.2 Actuarial Value of a European Call Option
In this section we again appeal to the principle of … underlying asset and the actuarial value
of the corresponding European call option.
References
[1] Alaton, P., B. Djehiche and D …
