A Stochastic Control Approach to the Pricing of Options (Q3487095)

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A Stochastic Control Approach to the Pricing of Options
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    Statements

    title
    A Stochastic Control Approach to the Pricing of Options (English)
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    publication date
    1990
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    zbMATH Keywords
    evolution of stock price
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    call option
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    Black-Scholes equation
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    Identifiers

    DOI
    10.1287/moor.15.1.49
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    Mathematics Subject Classification ID
    91B28
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    93E20
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    60H10
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    91B62
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    zbMATH DE Number
    4160423
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