On the option pricing for a generalization of the binomial model

DOI10.1007/BF02674086zbMath1016.91037OpenAlexW2017149990MaRDI QIDQ1586594

D. E. Kascheev

Publication date: 13 August 2003

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02674086

zbMATH Keywords

option pricingstock pricesEuropean call optionhedging strategy

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

Option pricing: a yet simpler approach

Cites Work

• The Pricing of Options and Corporate Liabilities
• Option pricing: A simplified approach
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