Black-Scholes model under subordination (Q1860811)
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scientific article; zbMATH DE number 1874722
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Black-Scholes model under subordination |
scientific article; zbMATH DE number 1874722 |
Statements
Black-Scholes model under subordination (English)
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26 February 2003
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stochastic time evolution
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stock share price evolution
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Brownian motion
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0.8948597
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0.8908714
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0.87511134
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0.8727179
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0.8666027
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0.86540055
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