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scientific article; zbMATH DE number 1536105
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scientific article; zbMATH DE number 1536105

    Statements

    publication date
    28 November 2000
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    zbMATH Keywords
    option princing
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    Black-Scholes model
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    Cox-Ross-Rubinstein model
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    stochastic process
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    Riemann sum
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    Wiener walk
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    Markov process
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    binomial distribution
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    geometric Brownian motion
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    de Moivre-Laplace theorem
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    author
    I. P. Van den Berg
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91-02
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    91B70
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    91B24
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    91B60
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    zbMATH DE Number
    1536105
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