On the implicit Black–Scholes formula (Q5451162)

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scientific article; zbMATH DE number 5250488
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English
On the implicit Black–Scholes formula
scientific article; zbMATH DE number 5250488

    Statements

    title
    On the implicit Black–Scholes formula (English)
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    author
    Kais Hamza
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    Fima C. Klebaner
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    published in
    Stochastics
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    publication date
    18 March 2008
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    Mathematics Subject Classification ID
    60G44
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    60H30
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    91G20
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    91B70
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    zbMATH DE Number
    5250488
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    zbMATH Keywords
    Black-Scholes
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    semimartingale
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    implied volatility
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