Convex bounds on multiplicative processes, with applications to pricing in incomplete markets (Q939332)
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scientific article; zbMATH DE number 5315265
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex bounds on multiplicative processes, with applications to pricing in incomplete markets |
scientific article; zbMATH DE number 5315265 |
Statements
Convex bounds on multiplicative processes, with applications to pricing in incomplete markets (English)
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22 August 2008
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convex order
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extremal distributions
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incomplete market
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risk-neutral martingales
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option pricing
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trinomial model
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