Derivative Pricing in Discrete Time

DOI10.1007/978-1-4471-4408-3zbMath1266.91002OpenAlexW581230785MaRDI QIDQ2904345

Nigel J. Cutland, Alet Roux

Publication date: 13 August 2012

Published in: Springer Undergraduate Mathematics Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4471-4408-3

zbMATH Keywords

discrete timemathematical financearbitrage theory

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)

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