Derivative Pricing

DOI10.1201/9781315301235zbMATH Open1422.91005OpenAlexW4237675781MaRDI QIDQ4621499

Ambrose Lo

Publication date: 12 February 2019

Full work available at URL: https://doi.org/10.1201/9781315301235

zbMATH Keywords

optionsmartingale measurearbitrage pricingstochastic modellingBlack-Scholes formulabinomial treesderivatives instruments

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

Related Items (5)

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