On the range of options prices (Q1367702)
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scientific article; zbMATH DE number 1069652
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the range of options prices |
scientific article; zbMATH DE number 1069652 |
Statements
On the range of options prices (English)
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4 June 1998
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contingent claim valuation
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incomplete model
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purely discontinuous process
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martingale measures
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valuation of an option
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European call option
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