The modification of Black-Scholes option pricing model (Q3614239)
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scientific article; zbMATH DE number 5526050
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The modification of Black-Scholes option pricing model |
scientific article; zbMATH DE number 5526050 |
Statements
6 March 2009
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Black-Scholes model
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transaction cost
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non-arbitrage principle
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0.8029223680496216
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0.7990717887878418
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0.789641797542572
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0.7895466089248657
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0.7769810557365417
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