An actuarial approach to option pricing under the physical measure and without market assumptions
| Year of publication: |
1998
|
|---|---|
| Authors: | Bladt, Mogens ; Rydberg, Tina Hviid |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 22.1998, 1, p. 65-74
|