Discrete Models of Financial Markets

DOI10.1017/CBO9781139051583zbMath1250.91001OpenAlexW417374225MaRDI QIDQ3094881

Ekkehard Kopp, Capiński, Marek

Publication date: 27 October 2011

Full work available at URL: https://doi.org/10.1017/cbo9781139051583

zbMATH Keywords

hedgingarbitragemathematical financederivative pricingdiscrete-time pricing models

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

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