Browsing Department of Mathematics by Subject "European options"
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Discrete and continuous time methods of optimization in pension fund management
(2010)Pensions are essentially the only source of income for many retired workers. It is thus critical that the pension fund manager chooses the right type of plan for his/her workers.Every pension scheme follows its own set of ... -
Pricing European options : a model-free approach
(University of the Western Cape, 2016)This paper focuses on the newly revived interest to model free approach in finance. Instead of postulating some probability measure it emerges in a form of an outer-measure. We review the behavior of a market stock price ...