scientific article

zbMath1040.91052MaRDI QIDQ2732369

Marek Kociński

Publication date: 29 May 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

American optionsEuropean optionsreplicating strategyCox-Ross-Rubinstein modeldiscrete time financial marketriskless bondrisky stock

Mathematics Subject Classification ID

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