Research Paper | Mathematics | Nigeria | Volume 2 Issue 1, January 2013
Martingale Approach to the Pricing of European Style Contingent Claims
Godswill U. Achi, Okafor, J.U
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
How to Cite this Article?
Godswill U. Achi, Okafor, J.U, "Martingale Approach to the Pricing of European Style Contingent Claims", International Journal of Science and Research (IJSR), https://www.ijsr.net/search_index_results_paperid.php?id=IJSROFF130201015, Volume 2 Issue 1, January 2013, 636 - 642
82 PDF Views | 75 PDF Downloads
Similar Articles with Keyword 'theory'
M.Tech / M.E / PhD Thesis, Mathematics, India, Volume 6 Issue 8, August 2017
Pages: 1453 - 1457Bianchi Type V String Having G and Λ as a Constant in a Cosmological Model
Versha Rani
Masters Thesis, Mathematics, Philippines, Volume 9 Issue 11, November 2020
Pages: 1228 - 1234Instructional Guidance for Beginner Students in Problem Posing
Jipny T. Jornales
Research Paper, Mathematics, India, Volume 9 Issue 11, November 2020
Pages: 1372 - 1374Properties and Application of Beta Function
Raj Shekhar Prasad, Kumar Mukesh
Research Paper, Mathematics, India, Volume 9 Issue 11, November 2020
Pages: 567 - 569On Classification of Moduli Space and its Implications
Amrendra Kumar
Research Paper, Mathematics, India, Volume 9 Issue 10, October 2020
Pages: 1408 - 1410Contribution of the Duality Theory of ε - And Π -Tensor Products of Baire Spaces
Dr. Upendra Kumar Nirala