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Martingale Approach to the Pricing of European Style Contingent Claims
Journal: International Journal of Science and Research (IJSR) (Vol.2, No. 1)Publication Date: 2013-01-05
Authors : Godswill U. Achi; Okafor; J.U;
Page : 636-642
Keywords : theory; Contingent claims; Ideal financial market; Europeans option; Asian option;
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Abstract
This paper reviews the mathematical foundation of martingale theory to the pricing of contingent claims in financial markets. The martingale theory of the pricing of contingent claims in an ideal financial market is described within the context of the Europeans and Asian options markets.
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