@inbook{c117a192463e4ad1a2634a6d39f6488b,
title = "The Stock Option Problem",
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 = "European Option, Exercise Price, Interest Rate, Option Price, Stock Price",
author = "Carl Chiarella and He, \{Xue Zhong\} and Nikitopoulos, \{Christina Sklibosios\}",
note = "Publisher Copyright: {\textcopyright} 2015, Springer-Verlag Berlin Heidelberg.",
year = "2015",
doi = "10.1007/978-3-662-45906-5\_1",
language = "English",
series = "Dynamic Modeling and Econometrics in Economics and Finance",
publisher = "Springer Science and Business Media Deutschland GmbH",
pages = "3--6",
booktitle = "Dynamic Modeling and Econometrics in Economics and Finance",
}