International Journal of Science and Research (IJSR)

International Journal of Science and Research (IJSR)
Call for Papers | Fully Refereed | Open Access | Double Blind Peer Reviewed

ISSN: 2319-7064


Downloads: 136

Research Paper | Mathematics | Nigeria | Volume 2 Issue 1, January 2013


Martingale Approach to the Pricing of European Style Contingent Claims

Godswill U. Achi [2] | Okafor [12] | J.U [4]


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


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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), Volume 2 Issue 1, January 2013, pp. 636-642, https://www.ijsr.net/get_abstract.php?paper_id=IJSROFF130201015

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