UNCERTAINTY IN PRICING TRADABLE OPTIONS

DOI10.1142/S0219024903001864zbMath1079.91043OpenAlexW2035930360MaRDI QIDQ5696844

J. R. Soběhart, Sean C. Keenan

Publication date: 19 October 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024903001864

zbMATH Keywords

uncertaintyoption pricingarbitrage

Mathematics Subject Classification ID

Related Items (1)

A FORWARD LOOKING, SINGULAR PERTURBATION APPROACH TO PRICING OPTIONS UNDER MARKET UNCERTAINTY AND TRADING NOISE

Cites Work

• The Pricing of Options and Corporate Liabilities

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