Analytically pricing formula for contingent claim with polynomial payoff under ecir process

HIGHLIGHTS

  • who: Fukiat Nualsri and Khamron Mekchay from the Department of Mathematics and Computer Science, Faculty of Science, Chulalongkorn University have published the research: Analytically Pricing Formula for Contingent Claim with Polynomial Payoff under ECIR Process, in the Journal: Symmetry 2022, 14, 933. of /2022/
  • what: The aim of this section is to investigate Corollary 3 and whether the infinite sum given hγi in_(14) converges. The authors proposed the analytical formula for a contingent claim with the polynomial payoff under the ECIR process represented as the h conditional expectationi RT of the product of . . .

     

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