A simple derivation of risk-neutral probability in the binomial option pricing model (Q5247648)
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scientific article; zbMATH DE number 6430662
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple derivation of risk-neutral probability in the binomial option pricing model |
scientific article; zbMATH DE number 6430662 |
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A simple derivation of risk-neutral probability in the binomial option pricing model (English)
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27 April 2015
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derivative
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arbitrage-free pricing
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option pricing
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risk-neutral probability
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