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Non-uniqueness of option prices - MaRDI portal

Non-uniqueness of option prices (Q921793)

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scientific article; zbMATH DE number 4166434
Language Label Description Also known as
English
Non-uniqueness of option prices
scientific article; zbMATH DE number 4166434

    Statements

    title
    Non-uniqueness of option prices (English)
    0 references
    author
    H. U. Gerber
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    E. S. W. Shiu
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    publication date
    1988
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    zbMATH Keywords
    Black-Scholes theory
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    option pricing
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    binomial model
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    Identifiers

    zbMATH DE Number
    4166434
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    OpenAlex ID
    W2073653340
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