Option Pricing In Incomplete Markets
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Option Pricing in Incomplete Markets
Author | : |
Publisher | : |
Total Pages | : 382 |
Release | : 2007 |
Genre | : |
ISBN | : |
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Option Pricing in Incomplete Markets Related Books
Language: en
Pages: 382
Pages: 382
Type: BOOK - Published: 2007 - Publisher:
Language: en
Pages: 200
Pages: 200
Type: BOOK - Published: 2012 - Publisher: World Scientific
This volume offers the reader practical methods to compute the option prices in the incomplete asset markets. The [GLP & MEMM] pricing models are clearly introd
Language: en
Pages: 23
Pages: 23
Type: BOOK - Published: 2013 - Publisher:
This paper reconsiders the predictions of the standard option pricing models in the context of incomplete markets. We relax the completeness assumption of the B
Language: en
Pages: 14
Pages: 14
Type: BOOK - Published: 2009 - Publisher:
This paper has reviewed the literature on options pricing in incomplete markets. A tight upper and lower bounds can be derived based on the assumptions of mean
Language: en
Pages:
Pages:
Type: BOOK - Published: 1998 - Publisher:
In this paper we reconsider the pricing of options in incomplete continuous time markets. We first discuss option pricing with idiosyncratic stochastic volatili