The objective of this article is to provide an axiomatic framework in order to define the concept of value function for risky operations for which there is no market. There is a market for assets, whose prices are characterized as stochastic processes. The method consists of constructing a portfolio
On the range of options prices
โ Scribed by Ernst Eberlein; Jean Jacod
- Publisher
- Springer-Verlag
- Year
- 1997
- Tongue
- English
- Weight
- 132 KB
- Volume
- 1
- Category
- Article
- ISSN
- 0949-2984
No coin nor oath required. For personal study only.
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