The Stock Option Problem

Carl Chiarella, Xuezhong (Tony) He () and Christina Sklibosios Nikitopoulos
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Christina Sklibosios Nikitopoulos: University of Technology Sydney

Chapter Chapter 1 in Derivative Security Pricing, 2015, pp 3-6 from Springer

Abstract: Abstract This chapter outlines the paradigm problem of option pricing and motivates key concepts and techniques that we will develop in Part I when the risk-free rate is deterministic.

Keywords: Interest Rate; Stock Price; Option Price; European Option; Exercise Price (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:dymchp:978-3-662-45906-5_1

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DOI: 10.1007/978-3-662-45906-5_1

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