Forecasting financial derivative prices

DOI10.1016/S0960-0779(98)00286-0zbMath1116.91323OpenAlexW2015184949MaRDI QIDQ997463

Yu. S. Gorshkov, A. V. Kryanev, Valery V. Ivanov, Ioannis E. Antoniou

Publication date: 6 August 2007

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0960-0779(98)00286-0

Mathematics Subject Classification ID

Cites Work

• The Pricing of Options and Corporate Liabilities
• Martingales and arbitrage in multiperiod securities markets
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