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Super-replication price: it can be ok - MaRDI portal

Super-replication price: it can be ok (Q4615501)

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scientific article; zbMATH DE number 7007409
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English
Super-replication price: it can be ok
scientific article; zbMATH DE number 7007409

    Statements

    title
    Super-replication price: it can be ok (English)
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    publication date
    29 January 2019
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    zbMATH Keywords
    discrete-time financial model
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    super-replication problem
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    Cox-Ross-Rubinstein model
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    European contingent claim
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    author
    Laurence Carassus
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    Tiziano Vargiolu
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    Identifiers

    zbMATH DE Number
    7007409
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    OpenAlex ID
    W2900640252
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