Browsing School of Biological, Physical, Mathematics & Actuarial Sciences by Subject "Continent claim valuation"
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Assets Valuation Using a Contingent Claim
(International Journal of Science and Research (IJSR), 2017-02)In this paper we consider the price dynamics of a portfolio consisting of risk-free and risky assets. The paper discusses the pricing process of a contingent claim, the pricing equation and the risk-neutral valuation under ...