Option pricing methods: an overview (Q1116873)
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scientific article; zbMATH DE number 4089266
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing methods: an overview |
scientific article; zbMATH DE number 4089266 |
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Option pricing methods: an overview (English)
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1988
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This paper aims at giving an overview of option pricing methods. Its stress is on intuition rather than on replicating formulas; furthermore it does not presume pre-knowledge of option pricing. The paper considers the two major classes of option models (discrete and continuous trading) and mimicking and non-minmicking pricing methods.
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arbitrage
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first stochastic dominance
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binomial process
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diffusion process
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risk-neutral valuation relationship
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option bounds
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dividends
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market imperfections
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option pricing
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discrete and continuous trading
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mimicking
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