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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Language: en
Pages: 382
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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
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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
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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:
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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
