A Stochastic Control Approach to the Pricing of Options (Q3487095)
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scientific article; zbMATH DE number 4160423
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Stochastic Control Approach to the Pricing of Options |
scientific article; zbMATH DE number 4160423 |
Statements
A Stochastic Control Approach to the Pricing of Options (English)
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1990
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evolution of stock price
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call option
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Black-Scholes equation
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0.788913905620575
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0.7853893041610718
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0.7825889587402344
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