An actuarial approach to option pricing under the physical measure and without market assumptions

✍ Scribed by Mogens Bladt; Tina Hviid Rydberg

• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 483 KB
• Volume: 22
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/s0167-6687(98)00013-4