CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS (Q4372036)
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scientific article; zbMATH DE number 1106719
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS |
scientific article; zbMATH DE number 1106719 |
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CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS (English)
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5 April 1998
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European option pricing
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Hermite polynomials
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Hilbert space
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martingale measures
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S\&P 500 index
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