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Martingale approach of option pricing

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Goco
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Joined: April 16th, 2002, 9:45 am

Martingale approach of option pricing

March 27th, 2004, 3:15 am

Hi everyone,I am looking for a good webpage or book that covers martingale pricing examples. I am not looking for martingale measure theory, I just want to see examples that systematically go through the pricing steps.Kind regards,Goco.
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vitasoy
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Joined: February 24th, 2004, 2:48 am

Martingale approach of option pricing

March 28th, 2004, 7:23 am

musiela rutkowski 's martingale methods in financial modelling
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Balmung
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Joined: June 1st, 2002, 2:09 pm

Martingale approach of option pricing

March 29th, 2004, 7:19 am

"Pricing Derivatives the Martingale Way" by P.C. Dufresne et alDownloadable at http://www.haas.berkeley.edu/finance/WP ... dfRegardsB.
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