Valuation of European options in the market with daily price limit (Q4541588): Difference between revisions
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| Property / author | |||
| Property / author: Hyeong In Choi / rank | |||
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| Property / author: Hyeong In Choi / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1080/135048600450293 / rank | |||
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| Property / OpenAlex ID: W2012695603 / rank | |||
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: Q5624436 / rank | |||
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| Property / cites work: Q5520962 / rank | |||
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| Property / cites work: Q3992729 / rank | |||
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Latest revision as of 12:07, 4 June 2024
scientific article; zbMATH DE number 1771979
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of European options in the market with daily price limit |
scientific article; zbMATH DE number 1771979 |
Statements
Valuation of European options in the market with daily price limit (English)
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5 September 2002
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Black-Scholes model
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financial mathematics
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option pricing
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