New method to option pricing for the general Black-Scholes model -- an actuarial approach (Q1430587)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2067364
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | New method to option pricing for the general Black-Scholes model -- an actuarial approach |
scientific article; zbMATH DE number 2067364 |
Statements
New method to option pricing for the general Black-Scholes model -- an actuarial approach (English)
0 references
27 May 2004
0 references
fair premium
0 references
Ornstein-Uhlenbeck process
0 references
0 references
0.8255147933959961
0 references
0.8076239824295044
0 references
0.7920398116111755
0 references
0.7918506264686584
0 references
0.7901195883750916
0 references
