Statistical estimates of financial components in the Black--Scholes model (Q3607214)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5521289
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Statistical estimates of financial components in the Black--Scholes model |
scientific article; zbMATH DE number 5521289 |
Statements
28 February 2009
0 references
European call option
0 references
Black--Scholes model
0 references
financial portfolio
0 references
drift coefficient
0 references
0.8488705158233643
0 references
0.7469175457954407
0 references
0.7319934964179993
0 references
0.7291653156280518
0 references
