Factorization of European and American options under complete and incomplete markets

Mathematics

• Option Price 100%
• Factorization 100%
• American Option 100%
• Arbitrage 50%
• Residuals 50%
• Relative Risk 50%
• Stochastic Volatility Model 50%
• Market Risk 50%
• Option Pricing 50%
• Diffusion Process 50%

Economics, Econometrics and Finance

• Incomplete Market 100%
• Volatility 100%
• Option Trading 100%
• Arbitrage 50%
• Hedging 50%
• Pricing 50%
• Risk Premium 50%