On a generalized Cox-Ross-Rubinstein option market model

zbMath0999.91029MaRDI QIDQ5946858

Nguyen Van Huu, Tran Trong Nguyen

Publication date: 28 November 2002

Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)

zbMATH Keywords

stock pricemartingale measuregeneralized Cox-Ross-Rubinstein modeloption market

Mathematics Subject Classification ID

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