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Note on option pricing by actuarial considerations

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  • Schmitz, Norbert

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  • Schmitz, Norbert, 2005. "Note on option pricing by actuarial considerations," Insurance: Mathematics and Economics, Elsevier, vol. 36(3), pages 517-518, June.
    • Handle: RePEc:eee:insuma:v:36:y:2005:i:3:p:517-518
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    References listed on IDEAS

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    1. Bladt, Mogens & Rydberg, Tina Hviid, 1998. "An actuarial approach to option pricing under the physical measure and without market assumptions," Insurance: Mathematics and Economics, Elsevier, vol. 22(1), pages 65-73, May.
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