An Introduction to Financial Option Valuation (Q5462954): Difference between revisions

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Revision as of 15:15, 28 February 2024

scientific article; zbMATH DE number 2189162
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English
An Introduction to Financial Option Valuation
scientific article; zbMATH DE number 2189162

    Statements

    An Introduction to Financial Option Valuation (English)
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    29 July 2005
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    option
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    arbitrage
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    partial differential equation
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    Black-Scholes formula
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    hedging
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    volatility
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    binomial tree
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    Monte Carlo simulation
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    finite difference method
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