scientific article

zbMATH Open1149.60023MaRDI QIDQ3535042

Georgios Dimakos, Athina Karantzi

Publication date: 10 November 2008

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zbMATH Keywords

martingalearbitrageBlack and Scholes formulaDoob's decompositionCox-Ross-Rubinstein pricing modelself-financing formation strategies to hedge

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40)

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