La valutazione del Prezzo di Opzioni Su Titoli a Reddito Fisso in un Modello Stocastico di Equilibrio
type: Item
instance of: scholarly article
title: La valutazione del Prezzo di Opzioni Su Titoli a Reddito Fisso in un Modello Stocastico di Equilibrio
zbMATH Open document ID: 0692.90014
DOI: 10.1007/BF02085213
author: Gilberto Castellani
published in: Rivista di Matematica per le Scienze Economiche e Sociali
publication date: 1988-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 4133776
zbMATH Keywords: option pricing
zbMATH Keywords: stochastic equilibrium model
zbMATH Keywords: valuation equation
zbMATH Keywords: martingale properties
MaRDI profile type: Publication
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