Vinzenz Bronzin’s Option Pricing Models

DOI10.1007/978-3-540-85711-2zbMath1184.91012OpenAlexW2485687700MaRDI QIDQ3544307

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Publication date: 5 December 2008

Full work available at URL: https://doi.org/10.1007/978-3-540-85711-2

zbMATH Keywords

actuarial mathematicsexpected utilityoption pricing modelforward contractfinancial modelingpremium contract

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) History of mathematics in the 20th century (01A60) Microeconomic theory (price theory and economic markets) (91B24) Derivative securities (option pricing, hedging, etc.) (91G20) History of game theory, economics, and finance (91-03) History of mathematics in the 19th century (01A55)

Related Items (2)

Time averaging, ageing and delay analysis of financial time series ⋮ Option pricing methods in the City of London during the late 19th century

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