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scientific article; zbMATH DE number 1849971
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| English | No label defined |
scientific article; zbMATH DE number 1849971 |
Statements
7 January 2003
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option pricing
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arbitrage theorem
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Black-Scholes option pricing formula
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Monte Carlo simulation
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exotic options
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geometric Brownian motion model
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Value at Risk
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Conditional Value at Risk
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European call options
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volatility parameter
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0.8478740453720093
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0.8392192125320435
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0.8303282260894775
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