Exact solutions of a model for asset prices by K. Takaoka (Q853866): Difference between revisions
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Property / cites work: SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS / rank | |||
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Property / cites work: The Mathematics of Financial Derivatives / rank | |||
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Latest revision as of 23:18, 24 June 2024
scientific article
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English | Exact solutions of a model for asset prices by K. Takaoka |
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Exact solutions of a model for asset prices by K. Takaoka (English)
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17 November 2006
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extension of the Black-Scholes model
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partial differential equation
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exact pricing formula
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