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16 - Option pricing
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- Book:
- Actuarial Mathematics for Life Contingent Risks
- Published online:
- 30 April 2020
- Print publication:
- 19 December 2019, pp 600-628
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The equivalent martingale measure conditions in a general model for interest rates
- Part of
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- Journal:
- Advances in Applied Probability / Volume 37 / Issue 2 / June 2005
- Published online by Cambridge University Press:
- 01 July 2016, pp. 415-434
- Print publication:
- June 2005
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- Article
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