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1616-0533arbitrage (or, rather, by non-arbitrage) is presented in Chapter 1. The unique price for a European option in a single-period binomial model is given and then extended to multi-period binomial models. Chapter 978-1-4419-1942-7978-0-387-22640-8Series ISSN 1616-0533 Series E-ISSN 2195-0687
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Textbook 2005Latest editionmiliar with elementary probability theory and linear algebra. The basic idea of pricing by arbitrage (or, rather, by non-arbitrage) is presented in Chapter 1. The unique price for a European option in a single-period binomial model is given and then extended to multi-period binomial models. Chapter
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subclasses of cooperative and noncooperative control. Within this chapter, we impose the assumption of flawless communication to analyze both stability and performance of the overall system for the distributed case. Additionally, we briefly sketch how to analyze the robustness of the distributed set
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