A complete-market generalization of the Black-Scholes model (Q853864): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4121644 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Exact solutions of a model for asset prices by K. Takaoka / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4368791 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Option pricing when underlying stock returns are discontinuous / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4350437 / rank | |||
Normal rank |
Latest revision as of 23:18, 24 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A complete-market generalization of the Black-Scholes model |
scientific article |
Statements
A complete-market generalization of the Black-Scholes model (English)
0 references
17 November 2006
0 references
0 references