Introduction to Option Pricing Theory
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Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-1-4612-0511-1
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Book Chapters
The following chapters of this book are listed in IDEAS- Gopinath Kallianpur & Rajeeva L. Karandikar, 2000. "Stochastic Integration," Springer Books, in: Introduction to Option Pricing Theory, chapter 1, pages 1-45, Springer.
- Gopinath Kallianpur & Rajeeva L. Karandikar, 2000. "Itô’s Formula and its Applications," Springer Books, in: Introduction to Option Pricing Theory, chapter 2, pages 47-69, Springer.
- Gopinath Kallianpur & Rajeeva L. Karandikar, 2000. "Representation of Square Integrable Martingales," Springer Books, in: Introduction to Option Pricing Theory, chapter 3, pages 71-78, Springer.
- Gopinath Kallianpur & Rajeeva L. Karandikar, 2000. "Stochastic Differential Equations," Springer Books, in: Introduction to Option Pricing Theory, chapter 4, pages 79-93, Springer.
- Gopinath Kallianpur & Rajeeva L. Karandikar, 2000. "Girsanov’s Theorem," Springer Books, in: Introduction to Option Pricing Theory, chapter 5, pages 95-101, Springer.
- Gopinath Kallianpur & Rajeeva L. Karandikar, 2000. "Option Pricing in Discrete Time," Springer Books, in: Introduction to Option Pricing Theory, chapter 6, pages 103-122, Springer.
- Gopinath Kallianpur & Rajeeva L. Karandikar, 2000. "Introduction to Continuous Time Trading," Springer Books, in: Introduction to Option Pricing Theory, chapter 7, pages 123-135, Springer.
- Gopinath Kallianpur & Rajeeva L. Karandikar, 2000. "Arbitrage and Equivalent Martingale Measures," Springer Books, in: Introduction to Option Pricing Theory, chapter 8, pages 137-167, Springer.
- Gopinath Kallianpur & Rajeeva L. Karandikar, 2000. "Complete Markets," Springer Books, in: Introduction to Option Pricing Theory, chapter 9, pages 169-189, Springer.
- Gopinath Kallianpur & Rajeeva L. Karandikar, 2000. "Black and Scholes Theory," Springer Books, in: Introduction to Option Pricing Theory, chapter 10, pages 191-203, Springer.
- Gopinath Kallianpur & Rajeeva L. Karandikar, 2000. "Discrete Approximations," Springer Books, in: Introduction to Option Pricing Theory, chapter 11, pages 205-213, Springer.
- Gopinath Kallianpur & Rajeeva L. Karandikar, 2000. "The American Options," Springer Books, in: Introduction to Option Pricing Theory, chapter 12, pages 215-223, Springer.
- Gopinath Kallianpur & Rajeeva L. Karandikar, 2000. "Asset Pricing with Stochastic Volatility," Springer Books, in: Introduction to Option Pricing Theory, chapter 13, pages 225-239, Springer.
- Gopinath Kallianpur & Rajeeva L. Karandikar, 2000. "The Russian Options," Springer Books, in: Introduction to Option Pricing Theory, chapter 14, pages 241-263, Springer.
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