The Stock Option Problem

Carl Chiarella*, Xue Zhong He, Christina Sklibosios Nikitopoulos

*Corresponding author for this work

Research output: Chapter in Book or Report/Conference proceedingChapterpeer-review

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.

Original languageEnglish
Title of host publicationDynamic Modeling and Econometrics in Economics and Finance
PublisherSpringer Science and Business Media Deutschland GmbH
Pages3-6
Number of pages4
DOIs
Publication statusPublished - 2015
Externally publishedYes

Publication series

NameDynamic Modeling and Econometrics in Economics and Finance
Volume21
ISSN (Print)1566-0419
ISSN (Electronic)2363-8370

Keywords

  • European Option
  • Exercise Price
  • Interest Rate
  • Option Price
  • Stock Price

Cite this