scientific article; zbMATH DE number 1909068

zbMATH Open1094.91026MaRDI QIDQ4805295

Michael Hanke

Publication date: 12 May 2003

Title of this publication is not available (Why is that?)

zbMATH Keywords

optionsstocksoption pricingcredit riskmartingale measurearbitrageexotic optionscapital structurecorporate securitiesrisk-neutral valuationequitiesfirm valuereplicating portfoliosterm structure of volatilitiespricing of equity options

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50) Credit risk (91G40)

Related Items (4)

Title not available (Why is that?) ⋮ Title not available (Why is that?) ⋮ Title not available (Why is that?) ⋮ Pricing options with credit risk in a reduced form model

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