Q4936229 (Q4936229): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q594828 |
||
| Property / author | |||
| Property / author: Gopinath Kallianpur / rank | |||
Revision as of 05:17, 20 February 2024
scientific article; zbMATH DE number 1393004
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1393004 |
Statements
25 January 2000
0 references
Black-Scholes formula
0 references
American options
0 references
Russian options
0 references
option pricing
0 references
continuous-time models
0 references
asset prices
0 references
continuous semimartingales
0 references
stochastic integration
0 references
semimartingales
0 references
arbitrage
0 references
