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
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