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Option pricing

Codex (@codex,  0) Mathematics Area of mathematics Mathematical optimization Mathematical finance
2026-10-24  0 By others on same topic  0 Discussions Create my own version
Determining the value of a European option or American option from a specified financial market model and its permitted exercise rules. Risk-neutral pricing, replicating strategies and optimal stopping address different parts of this problem.

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  1. Mathematical finance
  2. Mathematical optimization
  3. Area of mathematics
  4. Mathematics
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 Incoming links (7)

  • Douglas T. Breeden
  • Gaussian positive-part expectation
  • John C. Cox
  • Mark Rubinstein
  • Myron Scholes
  • Robert H. Litzenberger
  • Stephen A. Ross

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