Beliefs-preferences gauge symmetry group and replication of contingent claims in a general market environment /

Kholodnyi, Valery A., 1964-

Beliefs-preferences gauge symmetry group and replication of contingent claims in a general market environment / Valery A. Kholodnyi - Research Triangle Park, NC : IES press, 1998 - xxiii, 436 p. ; 24 cm.

0966303210


Options (Finance)--Valuation--Mathematical models.
Derivative securities--Valuation--Mathematical models.
Symmetry groups.
Opciones (Finanzas)--Valoración--Modelos matemáticos
Opciones (Finanzas)--Modelos matemáticos.
Derivados financieros--Modelos matemáticos
Derivados financieros.

HG 6024 / K45b 1998

332.64/5