PRICING SECURITIES WITH EXCHANGE-IMPOSED PRICE LIMITS VIA RISK NEUTRAL VALUATION (Q5297229)
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scientific article; zbMATH DE number 5172240
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING SECURITIES WITH EXCHANGE-IMPOSED PRICE LIMITS VIA RISK NEUTRAL VALUATION |
scientific article; zbMATH DE number 5172240 |
Statements
PRICING SECURITIES WITH EXCHANGE-IMPOSED PRICE LIMITS VIA RISK NEUTRAL VALUATION (English)
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18 July 2007
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contingent claims
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price limits
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risk neutral valuation
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security pricing
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