A note on portfolios with risk-free internal gains (Q2371318)
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scientific article; zbMATH DE number 5169636
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A note on portfolios with risk-free internal gains |
scientific article; zbMATH DE number 5169636 |
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A note on portfolios with risk-free internal gains (English)
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4 July 2007
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mathematical finance
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Black-Scholes formula
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Wiener process
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self-financing portfolio
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0.7988247871398926
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0.7231981754302979
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