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LINEAR APPROXIMATION OF OPTION PRICING IN INCOMPLETE MARKET - MaRDI portal

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LINEAR APPROXIMATION OF OPTION PRICING IN INCOMPLETE MARKET (Q3465001)

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scientific article
Language Label Description Also known as
English
LINEAR APPROXIMATION OF OPTION PRICING IN INCOMPLETE MARKET
scientific article

    Statements

    title
    LINEAR APPROXIMATION OF OPTION PRICING IN INCOMPLETE MARKET (English)
    0 references
    author
    Ro'fah Nur Rachmawati
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    Sufon
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    publication date
    28 January 2016
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    zbMATH Keywords
    European call options
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    linear approximations
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    incomplete market model
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    Identifiers

    Mathematics Subject Classification ID
    60K99
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    60G46
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    91G80
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    91G60
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    zbMATH DE Number
    6536730
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