Pricing European options : a model-free approach
>Magister Scientiae - MSc === This paper focuses on the newly revived interest to model free approach in finance. Instead of postulating some probability measure it emerges in a form of an outer-measure. We review the behavior of a market stock price and the stochastic assumptions imposed to the...
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| Language: | en |
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University of the Western Cape
2017
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| Online Access: | http://hdl.handle.net/11394/5666 |