Stochastic processes in financial mathematics (discrete time)
Part of the Problem Books in Mathematics book series (PBM)
Consider a model of a financial market with a finite number of periods (i.e., of the moments of time) at which it is possible to trade, consume, spend, or receive money or other valuables. The model consists of the following components.
KeywordsInterest Rate Risky Asset Call Option American Option Expiration Date
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