No label defined (Q4704020)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: scientific article; zbMATH DE number 1373207 |
scientific article; zbMATH DE number 1373207
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1373207 |
Statements
2 December 1999
0 references
option pricing
0 references
arbitrage theorem
0 references
Black-Scholes option pricing formula
0 references
Monte Carlo simulation
0 references
exotic options
0 references
geometric Brownian motion model
0 references
