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Pricing Risky Options Simply - MaRDI portal

Pricing Risky Options Simply (Q4216097)

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scientific article; zbMATH DE number 1213253
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English
Pricing Risky Options Simply
scientific article; zbMATH DE number 1213253

    Statements

    title
    Pricing Risky Options Simply (English)
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    author
    Sergei I. Simdyankin
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    Erik Aurell
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    publication date
    22 November 1998
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    zbMATH Keywords
    pseudo-Markov process
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    option pricing
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    heding
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    Black-Scholes
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    Polish options
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    Identifiers

    zbMATH DE Number
    1213253
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