On a fair price of an option of European type (Q4256822)
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scientific article; zbMATH DE number 1319793
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On a fair price of an option of European type |
scientific article; zbMATH DE number 1319793 |
Statements
On a fair price of an option of European type (English)
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16 July 2000
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option of European type
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contingent claim
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conditionally Gaussian model
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0.8201842308044434
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0.8143283724784851
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0.7934858202934265
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