scientific article; zbMATH DE number 1855777
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Publication:4788110
zbMath1018.60001MaRDI QIDQ4788110
Sandro Merino, Pablo Koch-Medina
Publication date: 20 January 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
optionshedgingdiscrete timearbitragemathematical financepricingprobability theoryderivative securitiesAmerican claimEuropean claim
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx)
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Martingale matrix classes and polytopes ⋮ Noncommutative valuation of options ⋮ Measure free martingales ⋮ Strict Sign-Central Matrices
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