Open AccessMathematical model of European option pricing in incomplete market without transaction costs (discrete time ). Part II.
Author(s) -
V Zverev Oieg,
Khametov Vladimir,
A Shelemekh Elena
Publication year - 2020
Publication title -
nanostruktury. matematičeskaâ fizika i modelirovanie
Language(s) - English
Resource type - Journals
ISSN - 2224-8412
DOI - 10.31145/2224-8412-2020-20--2-05-22
Subject(s) - transaction cost , variable pricing , economics , discrete time and continuous time , incomplete markets , database transaction , valuation of options , econometrics , mathematical economics , computer science , microeconomics , financial economics , mathematics , statistics , programming language