Note on option pricing by actuarial considerations
type: Item
instance of: scholarly article
title: Note on option pricing by actuarial considerations
zbMATH Open document ID: 1137.62386
author: N. Schmitz
published in: Insurance Mathematics \& Economics
publication date: 2007-05-24T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5156979
zbMATH Keywords: European options
zbMATH Keywords: Fair price
zbMATH Keywords: Discounting
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2005.06.001
OpenAlex ID: W2073378970
cites work: An actuarial approach to option pricing under the physical measure and without market assumptions
DOI: 10.1016/J.INSMATHECO.2005.06.001
description: scientific article; zbMATH DE number 5156979