Titlebook: Introduction to Option Pricing Theory; Gopinath Kallianpur,Rajeeva L. Karandikar Book 2000 Springer Science+Business Media New York 2000 B

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The American Options,In this chapter, we consider the American call option in a continuous time model of stock prices. The development is similar to that in discrete time and follows our general approach of deriving upper and lower bounds based on the NA principle. We will show that in a complete market, the two bounds coincide.

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Asset Pricing with Stochastic Volatility,We consider a market consisting of a stock . and a bond . governed by the following equations:. and. where . is a Brownian motion, . is a given random variable independent of ., . is a bounded, non-negative, progressively measurable interest rate process.

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Book 2000he development of the mathematical theory of finance.This work examines, in some detail, that part of stochastic finance pertaining to option pricing theory.Thus the exposition is confined to areas of stochastic finance that are relevant to the theory, omitting such topics as futures and term-struct

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fields. This work has come to fruition by making use of the expert academic input from the extraordinarily rich population of current and past editorial board members and section editors of and contributors to the Journal of Business Ethics..978-3-319-23514-1

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Gopinath Kallianpur,Rajeeva L. Karandikarfields. This work has come to fruition by making use of the expert academic input from the extraordinarily rich population of current and past editorial board members and section editors of and contributors to the Journal of Business Ethics..978-3-319-23514-1