Robustness of the Black and Scholes Formula (Q4213035): 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 14:46, 5 March 2024
scientific article; zbMATH DE number 1208366
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of the Black and Scholes Formula |
scientific article; zbMATH DE number 1208366 |
Statements
Robustness of the Black and Scholes Formula (English)
0 references
2 December 1998
0 references
option pricing
0 references
stochastic volatility
0 references
option hedging
0 references
American options
0 references
Asian options
0 references
