HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES? (Q3502130): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: The mathematics of arbitrage / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4004325 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4842684 / rank | |||
Normal rank |
Revision as of 09:39, 28 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES? |
scientific article |
Statements
HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES? (English)
0 references
22 May 2008
0 references