Open AccessDerivative Pricing in Complete and Incomplete Markets
Author(s) -
Frank Bosserhoff
Publication year - 2013
Publication title -
marble
Language(s) - English
Resource type - Journals
ISSN - 2468-0311
DOI - 10.26481/marble.2013.v7.193
Subject(s) - implied volatility , trinomial tree , rational pricing , arbitrage , economics , valuation of options , volatility smile , arbitrage pricing theory , binomial options pricing model , mathematical economics , stochastic volatility , risk neutral measure , moneyness , volatility (finance) , finite difference methods for option pricing , econometrics , call option , asian option , financial economics , capital asset pricing model
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