Option price when the stock is a semimartingale (Q1860583): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2074658274 / rank | |||
Normal rank |
Latest revision as of 11:37, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Option price when the stock is a semimartingale |
scientific article |
Statements
Option price when the stock is a semimartingale (English)
0 references
25 February 2003
0 references
Black-Scholes formula
0 references
Meyer-Tanaka formula
0 references
semimartingales
0 references