<--- Back to Details
First PageDocument Content
Mathematical finance / Investment / Asian option / Forward contract / Put–call parity / Lookback option / Risk-neutral measure / Valuation of options / Binomial options pricing model / Financial economics / Options / Finance
Date: 2002-04-29 20:14:04
Mathematical finance
Investment
Asian option
Forward contract
Put–call parity
Lookback option
Risk-neutral measure
Valuation of options
Binomial options pricing model
Financial economics
Options
Finance

Add to Reading List

Source URL: www.stat.columbia.edu

Download Document from Source Website

File Size: 139,25 KB

Share Document on Facebook

Similar Documents

Mathematical analysis / Fourier analysis / Mathematical physics / Differential equations / Investment / Lookback option / Laplace transform / Fourier transform / Symbol / Wave equation

Numerical pricing of discrete barrier and lookback options via Laplace transforms Giovanni Petrella and Steven Kou 331 Mudd Building, Department of IEOR, Columbia University, New York, NY 10027, USA Most contracts of ba

DocID: 1roxL - View Document

Options / Economy / Mathematical finance / Finance / Money / BlackScholes model / Putcall parity / Barrier option / Put option / Lookback option / Forward contract / Valuation of options

Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options Mark Davis, Walter Schachermayer and Robert Tompkins  Financial and Actuarial Mathematics Group Technische Universitat, Vienna, Austria September 1

DocID: 1riDO - View Document

Options / Economy / Finance / Money / Investment / Lookback option / Barrier option / Mathematical finance / Option style / Asian option / Normal distribution / Option

doi:S0927

DocID: 1rb0a - View Document

Mathematical finance / Options / Probability distributions / Investment / Equations / BlackScholes model / Normal distribution / Log-normal distribution / Asian option / Binomial options pricing model / Lookback option

B I N O M I A L O P T I O N P R I C I N G, T H E B L A C K-S C H O L E S O P T I O N P R I C I N G F O R M U L A, A N D E X O T I C O P T I O N S Binomial Option Pricing, the Black-Scholes Option Pricing Formula, and Ex

DocID: 1oJyq - View Document

Probability distributions / Stochastic processes / Options / Mathematical finance / Exponentials / Lookback option / BlackScholes model / Exponential distribution / Weibull distribution / Normal distribution / Jump diffusion / Phase-type distribution

MANAGEMENT SCIENCE Vol. 57, No. 11, November 2011, pp. 2067–2081 issn — eissn — 11 — 5711 — 2067 http://dx.doi.orgmnsc

DocID: 1oEsG - View Document