Analytic models for parameter dependency in option price modelling (Q312173)
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scientific article; zbMATH DE number 6627364
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| default for all languages | No label defined |
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| English | Analytic models for parameter dependency in option price modelling |
scientific article; zbMATH DE number 6627364 |
Statements
Analytic models for parameter dependency in option price modelling (English)
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14 September 2016
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call options
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PDE
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Black-Scholes
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rational interval interpolation
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0.789181649684906
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0.7360631227493286
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0.730640172958374
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0.7173277139663696
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