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A new market model in the large volatility case - MaRDI portal

A new market model in the large volatility case (Q3601629)

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English
A new market model in the large volatility case
scientific article

    Statements

    author
    Yukio Hirashita
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    publication date
    11 February 2009
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    zbMATH Keywords
    complete market
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    rational price
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    geometric price
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    martingale price
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    arXiv classification
    q-fin.PR
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    math.OC
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    Identifiers

    zbMATH DE Number
    5506437
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    arXiv ID
    0803.1589
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