✦ LIBER ✦

Recurrence Relations for Price Bounds of Contingent Claims in Discrete Time Market Models

✍ Scribed by Rokhlin, D. B.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Convex hedging of non-superreplicable cl

✍ Tkalinski, Tomasz J. 📂 Article 📅 2014 🏛 Springer 🌐 English ⚖ 258 KB

A theoretical framework for the pricing

✍ Denis, Laurent; Martini, Claude 📂 Article 📅 2006 🏛 Institute of Mathematical Statistics 🌐 English ⚖ 232 KB

On contingent-claim valuation in continu

✍ Schröder, Michael 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 473 KB

Revealing Weak-Form Inefficiency in a Ma

✍ M. SUNG; J. E. V. JOHNSON 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 394 KB

Time Series and Related Topics: In Memor

✍ Tzuu-Shuh Chiang, Shang-Yuan Shiu and Shuenn-Jyi Sheu 📂 Article 📅 2006 🏛 Institute of Mathematical Statistics ⚖ 949 KB

Control and Optimization Methods for Ele

✍ Chakrabortty, Aranya; Ilić, Marija D. 📂 Article 📅 2011 🏛 Springer New York ⚖ 453 KB