Abstract/Overview
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 the Martingale representation property. A partial differential equation with an unknown price function is formulated. The solution of this PDE gives a unique pricing formula
Ongati, W (2024). Assets Valuation Using a Contingent Claim. Afribary. Retrieved from https://track.afribary.com/works/assets-valuation-using-a-contingent-claim
Ongati, Were "Assets Valuation Using a Contingent Claim" Afribary. Afribary, 04 Jun. 2024, https://track.afribary.com/works/assets-valuation-using-a-contingent-claim. Accessed 23 Nov. 2024.
Ongati, Were . "Assets Valuation Using a Contingent Claim". Afribary, Afribary, 04 Jun. 2024. Web. 23 Nov. 2024. < https://track.afribary.com/works/assets-valuation-using-a-contingent-claim >.
Ongati, Were . "Assets Valuation Using a Contingent Claim" Afribary (2024). Accessed November 23, 2024. https://track.afribary.com/works/assets-valuation-using-a-contingent-claim