4. Pricing a European option without risk-neutral probability in discrete time
The content of this section comes from the following articles and . The aim of this work was to produce a pricing method that dispenses with the existence of a neutral risk probability....
Exclusive to subscribers. 97% yet to be discovered!
Already subscribed? Log in!
Pricing a European option without risk-neutral probability in discrete time
Conclusion
Article included in this offer
"Mathematics"
(
167 articles
)
Updated and enriched with articles validated by our scientific committees
A set of exclusive tools to complement the resources
Bibliography
- (1) - BAPTISTE (J.), CARASSUS (L.), LÉPINETTE (E.) - Pricing without martingale measure - (2020). https://hal.archives-ouvertes.fr/hal-01774150 .
- (2) - BAPTISTE...
Exclusive to subscribers. 97% yet to be discovered!
Already subscribed? Log in!
