المؤلفون: Karatzas, I., Kou, S. G.

المصدر: The Annals of Applied Probability, 1996 May 01. 6(2), 321-369.

URL الوصول: https://www.jstor.org/stable/2245175

المؤلفون: Rubinstein, Mark^Aff1_41

المساهمون: Lee, Cheng-Few, editor^Aff1, Lee, Alice C., editor^Aff2, Lee, John, editor^Aff3

المصدر: Handbook of Quantitative Finance and Risk Management. :605-616

المؤلفون: Ioannis Karatzas, Steven Kou

المصدر: Ann. Appl. Probab. 6, no. 2 (1996), 321-369

مصطلحات موضوعية: Statistics and Probability, 90A09, 49N15, incomplete markets, media_common.quotation_subject, utility maximization, Interval (mathematics), Black–Scholes model, two different interest rates, constrained portfolios, Pricing of contingent claims, equivalent martingale measures, Incomplete markets, Call option, stochastic control, 60G44, Special case, media_common, Mathematics, Stochastic control, Actuarial science, martingale representations, minimization of relative entropy, Black-Scholes formula, 90A10, 93E20, 90A16, Interest rate, Arbitrage, Statistics, Probability and Uncertainty, 60H30, Mathematical economics

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::916c8978b604506550e42a0ebec4d02a
http://projecteuclid.org/euclid.aoap/1034968135

المؤلفون: Bermin, Hans-Peter

المصدر: Lund Economic Studies. 76

مصطلحات موضوعية: Girsanov transformations., lookback options, Contingent claims, barrier options, hedging, pricing, arbitrage, complete markets, self-financing portfolios, Black-Scholes formula, Clark-Ocone formula, Malliavin calculus, Financial science, Finansiering, Samhällsvetenskap, Ekonomi och näringsliv, Nationalekonomi, Social Sciences, Economics and Business, Economics

URL الوصول: https://lup.lub.lu.se/record/38846

لا يتم عرض هذه النتيجة على الضيوف.
تسجيل الدخول للوصول الكامل.

لا يتم عرض هذه النتيجة على الضيوف.
تسجيل الدخول للوصول الكامل.