A binomial contingent claims model for valuing risky ventures

DOI10.1016/0377-2217(91)90096-EzbMath0726.90010OpenAlexW2080135146MaRDI QIDQ803013

Peter H. Ritchken, Bardia Kamrad

Publication date: 1991

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(91)90096-e

zbMATH Keywords

binomial contingent claims modelcontinuous time arbitragerisky ventures

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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