Option pricing: An overview

Authors
Karandikar, RL
Citation
Rl. Karandikar, Option pricing: An overview, CURRENT SCI, 80(9), 2001, pp. 1176-1182
Citations number
1
Categorie Soggetti
Multidisciplinary,Multidisciplinary
Journal title
CURRENT SCIENCE
ISSN journal
00113891 → ACNP
Volume
80
Issue
9
Year of publication
2001
Pages
1176 - 1182
Database
ISI
SICI code
0011-3891(20010510)80:9<1176:OPAO>2.0.ZU;2-H
Abstract
A brief introduction to stock options and the theory of its pricing is give n. Important concepts like hedging strategies, complete markets are explain ed via an illustrative example. These notions are formalized in the setting of a discrete model of underlying stock prices.