On the option pricing for a generalization of the binomial model
type: Item
instance of: scholarly article
title: On the option pricing for a generalization of the binomial model
zbMATH Open document ID: 1016.91037
DOI: 10.1007/BF02674086
author: D. E. Kascheev
published in: Journal of Mathematical Sciences (New York)
publication date: 2003-08-13T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 1529324
zbMATH Keywords: option pricing
zbMATH Keywords: stock prices
zbMATH Keywords: hedging strategy
zbMATH Keywords: European call option
MaRDI profile type: Publication
cites work: The pricing of options and corporate liabilities
cites work: Q4905685
cites work: Option pricing: A simplified approach
cites work: Q4845597
full work available at URL: https://doi.org/10.1007/bf02674086
OpenAlex ID: W2017149990
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description: scientific article; zbMATH DE number 1529324