Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model (Q5139426): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q2316901 |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Anastasios G. Malliaris / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1142/9789811202391_0027 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3124039079 / rank | |||
Normal rank | |||
Latest revision as of 20:14, 19 March 2024
scientific article; zbMATH DE number 7283239
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model |
scientific article; zbMATH DE number 7283239 |
Statements
Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model (English)
0 references
9 December 2020
0 references
stochastic calculus
0 references
Itô's lemma
0 references
options pricing
0 references
martingale
0 references
