A NUMERICAL ANALYSIS OF THE EXTENDED BLACK–SCHOLES MODEL (Q3379411)
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scientific article; zbMATH DE number 5017904
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A NUMERICAL ANALYSIS OF THE EXTENDED BLACK–SCHOLES MODEL |
scientific article; zbMATH DE number 5017904 |
Statements
A NUMERICAL ANALYSIS OF THE EXTENDED BLACK–SCHOLES MODEL (English)
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6 April 2006
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multidimensional Black-Scholes model
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stochastic volatilities and correlations
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pricing of contingent claims
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0.7856747508049011
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0.7791399359703064
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0.7763974070549011
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0.7738710641860962
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