scientific article; zbMATH DE number 5588947

zbMath1175.91160MaRDI QIDQ5323918

Andrzej Korzeniowski

Publication date: 31 July 2009

Full work available at URL: http://www.pvamu.edu/pages/2673.asp

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

binomial modelcall replicationdiscrete time Black-Scholes hedging

Mathematics Subject Classification ID

Portfolio theory (91G10)

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