European option pricing under a modified Black-Scholes model (Q4900874)
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scientific article; zbMATH DE number 6129334
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| English | European option pricing under a modified Black-Scholes model |
scientific article; zbMATH DE number 6129334 |
Statements
24 January 2013
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Brownian motion
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option pricing
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modified Black-Scholes model
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European option
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0.7978324890136719
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0.7901195883750916
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0.7853637337684631
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0.7845786213874817
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