Optimal option pricing and trading: a new theory

We introduce a new utility-based approach to pricing European and American options. In so doing, we overcome some of the limitations of the existing models.

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Year of publication:	2009-12-14
Authors:	Alghalith, Moawia

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Alghalith, Moawia (2009): Optimal option pricing and trading: a new theory.
Classification:	G12 - Asset Pricing ; G11 - Portfolio Choice
Source:	BASE

Persistent link: https://www.econbiz.de/10015221141