Valuation of European options in the market with daily price limit (Q4541588): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 17:18, 5 March 2024
scientific article; zbMATH DE number 1771979
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of European options in the market with daily price limit |
scientific article; zbMATH DE number 1771979 |
Statements
Valuation of European options in the market with daily price limit (English)
0 references
5 September 2002
0 references
Black-Scholes model
0 references
financial mathematics
0 references
option pricing
0 references
