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scientific article; zbMATH DE number 1009462
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scientific article; zbMATH DE number 1009462

    Statements

    author
    Zabczyk, Jerzy
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    Gianmario Tessitore
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    publication date
    14 May 1997
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    zbMATH Keywords
    fair prices of options
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    discrete time, multinomial model
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    Markovian decision systems
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    Identifiers

    Mathematics Subject Classification ID
    91B24
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    91B28
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    93E20
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    zbMATH DE Number
    1009462
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