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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