HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES?
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Publication:3502130
DOI10.1111/j.1467-9965.2007.00326.xzbMath1138.91479arXiv0711.1272OpenAlexW2156150081MaRDI QIDQ3502130
Josef Teichmann, Walter Schachermayer
Publication date: 22 May 2008
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0711.1272
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