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
<div>Ongati, < (2024). Assets Valuation Using a Contingent Claim. Afribary. Retrieved from https://afribary.com/works/assets-valuation-using-a-contingent-claim
<div>Ongati, <div>Were "Assets Valuation Using a Contingent Claim" Afribary. Afribary, 04 Jun. 2024, https://afribary.com/works/assets-valuation-using-a-contingent-claim. Accessed 07 Sep. 2024.
<div>Ongati, <div>Were . "Assets Valuation Using a Contingent Claim". Afribary, Afribary, 04 Jun. 2024. Web. 07 Sep. 2024. < https://afribary.com/works/assets-valuation-using-a-contingent-claim >.
<div>Ongati, <div>Were . "Assets Valuation Using a Contingent Claim" Afribary (2024). Accessed September 07, 2024. https://afribary.com/works/assets-valuation-using-a-contingent-claim