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option pricing; stocks pricing evolution; Black-Scholes formula

References:

[1] Baccelli F., Cohen G., Olsder G., Quadrat J.-P.: **Synchronisation and Linearity: An Algebra for Discrete Event Systems**. Wiley, New York 1992 MR 1204266

[2] Cox J. C., Ross S. A., Rubinstein M.: **Option pricing: A simplified approach**. J. Financial Economics 7 (1979), 229–263 DOI 10.1016/0304-405X(79)90015-1 | Zbl 1131.91333

[3] (Ed.) J. Gunawardena: **Proceedings of the International Workshop “Idempotency”, Bristol 1994**. Cambridge Univ. Press, Cambridge 1998 MR 1608365

[4] Kolokoltsov V. N.: **A Formula for Option Prices on a Market with Unknown Volatility**. Research Report No. 9/96, Dep. Math. Stat. and O. R., Nottingham Trent University 1996

[5] Kolokoltsov V. N., Maslov V. P.: **Idempotent Analysis and its Applications**. Kluwer Academic Publishers, Dordrecht 1997 MR 1447629 | Zbl 0941.93001

[6] Lions T.: **Uncertain volatility and the risk-free synthesis of derivatives**. Appl. Math. Finance 2 (1995), 117–133 DOI 10.1080/13504869500000007

[7] McEneaney W. M.: **A robust control framework for option pricing**. Math. Oper. Research 22 (1997), 202–221 DOI 10.1287/moor.22.1.202 | MR 1436580 | Zbl 0871.90010