On the range of options prices

DOI10.1007/s007800050019zbMath0889.90020OpenAlexW2095578262MaRDI QIDQ1367702

Ernst Eberlein, Jean Jacod

Publication date: 4 June 1998

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s007800050019

zbMATH Keywords

European call optionmartingale measurescontingent claim valuationincomplete modelpurely discontinuous processvaluation of an option

Mathematics Subject Classification ID

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