Some possible stock price distributions under incompleteness of the market

DOI10.1016/S0895-7177(03)90067-7zbMath1087.91023MaRDI QIDQ596973

József Gáll

Publication date: 6 August 2004

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

zbMATH Keywords

hedgingpricingfinancial mathematicsbinomial model

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80) Auctions, bargaining, bidding and selling, and other market models (91B26) Portfolio theory (91G10)

Cites Work

• The Pricing of Options and Corporate Liabilities
• Option pricing: A simplified approach
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