On the implicit Black–Scholes formula (Q5451162): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 21:22, 5 March 2024
scientific article; zbMATH DE number 5250488
Language | Label | Description | Also known as |
---|---|---|---|
English | On the implicit Black–Scholes formula |
scientific article; zbMATH DE number 5250488 |
Statements
On the implicit Black–Scholes formula (English)
0 references
18 March 2008
0 references
Black-Scholes
0 references
semimartingale
0 references
implied volatility
0 references