A von Neumann model with an arbitrary number of steps
Marchi, Ezio (1983-1984)
Portugaliae mathematica
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Marchi, Ezio (1983-1984)
Portugaliae mathematica
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Manuel Castellet (1989)
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Maria Ekes (2008)
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Andrzej Łuczak (1985)
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Young, Eutiquio C. (1977)
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We consider multidimensional tree-based models of arbitrage-free and path-independent security markets. We assume that no riskless investment exists. Contingent claims pricing and hedging problems in such a market are studied.
Jerzy Łoś (1979)
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Jitka Dupačová (1966)
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