Robustness of the Black and Scholes Formula (Q4213035)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Robustness of the Black and Scholes Formula |
scientific article; zbMATH DE number 1208366
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robustness of the Black and Scholes Formula |
scientific article; zbMATH DE number 1208366 |
Statements
Robustness of the Black and Scholes Formula (English)
0 references
2 December 1998
0 references
option pricing
0 references
stochastic volatility
0 references
option hedging
0 references
American options
0 references
Asian options
0 references
0.844356119632721
0 references
0.8217369318008423
0 references
0.7945981621742249
0 references
0.7894633412361145
0 references
