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scientific article; zbMATH DE number 1393004
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scientific article; zbMATH DE number 1393004

    Statements

    publication date
    25 January 2000
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    zbMATH Keywords
    Black-Scholes formula
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    American options
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    Russian options
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    option pricing
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    continuous-time models
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    asset prices
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    continuous semimartingales
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    stochastic integration
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    semimartingales
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    arbitrage
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91-02
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    60-02
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    60G40
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    62P05
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    zbMATH DE Number
    1393004
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