Open AccessRisk-Neutral Pricing of European Call Options: A Specious Concept
Author(s) -
Daniel T. Cassidy
Publication year - 2018
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2018.82022
Subject(s) - call option , risk neutral , economics , volatility (finance) , financial economics , order (exchange) , rational pricing , point (geometry) , implied volatility , valuation of options , capital asset pricing model , actuarial science , finance , mathematics , geometry
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