Martingale Approach to the Pricing of European Style Contingent Claims
Journal Title: International Journal of Science and Research (IJSR) - Year 2013, Vol 2, Issue 1
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.
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- EP ID EP334290
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