Analog of the black-scholes formula for option pricing under conditions of (b, s, x)-incomplete market of securities with jumps (Q2722131): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analog of the black-scholes formula for option pricing under conditions of (b, s, x)-incomplete market of securities with jumps |
scientific article |
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Analog of the black-scholes formula for option pricing under conditions of (b, s, x)-incomplete market of securities with jumps (English)
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11 July 2001
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Black-Scholes formula
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Feynman-Kac formula
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random evolution process
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Markov process
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