A class of options with stochastic lives and an extension of the Black-Scholes formula (Q1278205): Difference between revisions
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Revision as of 03:47, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of options with stochastic lives and an extension of the Black-Scholes formula |
scientific article |
Statements
A class of options with stochastic lives and an extension of the Black-Scholes formula (English)
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22 February 1999
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finance
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option pricing
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