A Stochastic Control Approach to the Pricing of Options (Q3487095): Difference between revisions
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| Property / DOI: 10.1287/moor.15.1.49 / rank | |||
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| Property / author: Emmanuel Nicholas Barron / rank | |||
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| Property / author: Robert R. Jensen / 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/10.1287/moor.15.1.49 / rank | |||
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| Property / OpenAlex ID: W2025050129 / rank | |||
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| Property / DOI: 10.1287/MOOR.15.1.49 / rank | |||
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Latest revision as of 09:26, 21 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Control Approach to the Pricing of Options |
scientific article |
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A Stochastic Control Approach to the Pricing of Options (English)
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1990
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evolution of stock price
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call option
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Black-Scholes equation
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