Option pricing: examples and open problems

DOI10.1515/MCMA-2023-2014OpenAlexW4387873089MaRDI QIDQ6123181

Nikolaos Halidias

Publication date: 4 March 2024

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2023-2014

zbMATH Keywords

option pricinghedging strategiesrealistic binomial model

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• The Pricing of Options and Corporate Liabilities
• Martingale methods in financial modelling.
• On the practical point of view of option pricing

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