ARBITRAGE-FREE OPTION PRICING MODELS (Q3644365)

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ARBITRAGE-FREE OPTION PRICING MODELS
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    title
    ARBITRAGE-FREE OPTION PRICING MODELS (English)
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    author
    Scott Stelljes
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    Denis R. Bell
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    publication date
    4 November 2009
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    Mathematics Subject Classification ID
    91G20
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    60H10
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    91G80
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    zbMATH DE Number
    5625172
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    zbMATH Keywords
    arbitage-free
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    Black-Scholes formula
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    European call option
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