Derivative pricing methodology in continuous-time models

DOI10.1016/j.aml.2012.05.011zbMath1260.91096OpenAlexW2034366162MaRDI QIDQ714546

Ekkehard Kopp, Capiński, Marek

Publication date: 11 October 2012

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2012.05.011

zbMATH Keywords

arbitragederivative pricingextended market

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

• Mathematics of financial markets.
• Martingale methods in financial modelling.
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