Robustness of the Black and Scholes Formula (Q4213035): Difference between revisions
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Latest revision as of 01:33, 22 March 2024
scientific article; zbMATH DE number 1208366
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of the Black and Scholes Formula |
scientific article; zbMATH DE number 1208366 |
Statements
Robustness of the Black and Scholes Formula (English)
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2 December 1998
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option pricing
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stochastic volatility
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option hedging
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American options
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Asian options
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