Quantitative Finance
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coboy
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11 Questions

Score Activity Newest Views
1 vote
1 answer
141 views

Use of markov process in option pricing

1 vote
0 answers
57 views

Are European call and put option useful ? [Cox-Ross-Rubinstein model]

1 vote
0 answers
20 views

Find the lower bound of a contingent claim in incomplete market

1 vote
0 answers
77 views

Superhedging in Cox-Ross-Rubinstein model revisited

0 votes
0 answers
51 views

Trinomial model

0 votes
0 answers
59 views

Trinomial model option pricing

0 votes
0 answers
46 views

Hedging possibility in a market with more state of the world than asset (discrete time)

0 votes
0 answers
32 views

The case of the complete Trinomial model

0 votes
0 answers
24 views

Show that $S_0$ is the smallest value of a super hedging strategy for a Call option in a arbitrage free market

0 votes
1 answer
104 views

Why do we worry about the bid/ask spread when pricing option in incomplete market?

0 votes
1 answer
77 views

Extension of CRR model

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