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Research Paper | Mathematics | Nigeria | Volume 2 Issue 1, January 2013 | Popularity: 6.1 / 10
Martingale Approach to the Pricing of European Style Contingent Claims
Godswill U. Achi, Okafor, J.U
Abstract: This paper reviews the mathematical foundation of martingale theory to the pricing of contingent claims in financial markets. The martingale theory of the pricing of contingent claims in an ideal financial market is described within the context of the Europeans and Asian options markets.
Keywords: theory, Contingent claims, Ideal financial market, Europeans option, Asian option
Edition: Volume 2 Issue 1, January 2013
Pages: 636 - 642
Make Sure to Disable the Pop-Up Blocker of Web Browser
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Mathematics, India, Volume 9 Issue 1, January 2020
Pages: 99 - 102On Differentiability and Integrability of Rings
S. R. Gaikwad, A R Gotmare
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Mathematics, India, Volume 9 Issue 1, January 2020
Pages: 113 - 117A Mathematics Letter Lecture Note on Some Variety of Algebraic Γ-Structures
Abul Basar
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Mathematics, Iraq, Volume 7 Issue 1, January 2018
Pages: 6 - 11Convergence Weakly to Asymptotic Common Fixed Point Theorems for Different Types of Proximal Point Schemes
Salwa Salman Abed, Zena Hussein Maibed
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Mathematics, India, Volume 8 Issue 2, February 2019
Pages: 2012 - 2015Application of Maths in Real Life
Partibha Gupta
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Mathematics, India, Volume 9 Issue 5, May 2020
Pages: 762 - 765Linear Programming Problem for Maximization of Profit in Rubber Manufacturing and Molding Industry: A Case study of Shreyas Rubber Products
M. V. Deshmukh