A class of options with stochastic lives and an extension of the Black-Scholes formula (Q1278205): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0377-2217(95)00280-4 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2044056526 / rank | |||
Normal rank | |||
Revision as of 00:52, 20 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)
0 references
22 February 1999
0 references
finance
0 references
option pricing
0 references
