✦ LIBER ✦

OPTION VALUATION IN INCOMPLETE MARKETS: A DISCRETE-TIME, CAPM APPROACH

✍ Scribed by J.C. Bosch; Jack S.K. Chang

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Option Pricing in Discrete-Time Incomple

✍ Lukasz Stettner 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 267 KB

Decision Analysis and Real Options: A Di

✍ Luiz E. Brandão; James S. Dyer 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 744 KB

Getting Real with Real Options: A Utilit

✍ M. R. Grasselli 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 228 KB

A direct discrete-time approach to Poiss

✍ Sanjiv Ranjan Das 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 989 KB

We employ the term 'Poisson-Gaussian' here to denote the discrete time analog to continuous time jump-diffusion processes.