A VALUATION FORMULA FOR MULTI-ASSET, MULTI-PERIOD BINARIES IN A BLACK–SCHOLES ECONOMY (Q5851001): Difference between revisions
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Latest revision as of 10:13, 2 July 2024
scientific article; zbMATH DE number 5660748
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A VALUATION FORMULA FOR MULTI-ASSET, MULTI-PERIOD BINARIES IN A BLACK–SCHOLES ECONOMY |
scientific article; zbMATH DE number 5660748 |
Statements
A VALUATION FORMULA FOR MULTI-ASSET, MULTI-PERIOD BINARIES IN A BLACK–SCHOLES ECONOMY (English)
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21 January 2010
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option pricing
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binary options
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Black-Scholes model
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