Variations of the Cox-Ross-Rubinstein model -- conservative pricing strategies (Q1396990)
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scientific article; zbMATH DE number 1950027
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variations of the Cox-Ross-Rubinstein model -- conservative pricing strategies |
scientific article; zbMATH DE number 1950027 |
Statements
Variations of the Cox-Ross-Rubinstein model -- conservative pricing strategies (English)
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15 July 2003
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risk
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balayage
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overhedge
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decreasing volatility
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