Nonexpansive maps and option pricing theory

Kybernetika

Volumn 34, Issue 6, 1998, Pages 713-724

  Kolokoltsov, Vassili N ^a  

^a NOTTINGHAM TRENT UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 22444455614     PISSN: 00235954     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (2)

1. F. Baccelli, G. Cohen, G. Olsder and J.-P. Quadrat: Synchronisation and Linearity: An Algebra for Discrete Event Systems. Wiley, New York 1992.
2. J.C. Cox, S.A. Ross and M. Rubinstein: Option pricing: A simplified approach. J. Financial Economies 7 (1979), 229-263.