Showing 31 - 40 of 57
Persistent link: https://www.econbiz.de/10000109928
Binomial models of n-period financial markets are of considerable practical and theoretical interest since they allow, due to their completeness, hedging strategies and pricing formulas. Here we derive several maximum properties of these models within the class of models with general exponential...
Persistent link: https://www.econbiz.de/10010950344
Persistent link: https://www.econbiz.de/10004071097
Persistent link: https://www.econbiz.de/10005375393
Persistent link: https://www.econbiz.de/10009396200
Persistent link: https://www.econbiz.de/10004716898
Persistent link: https://www.econbiz.de/10004822823
Persistent link: https://www.econbiz.de/10004789734
Persistent link: https://www.econbiz.de/10005994448