Modification terms to the Black–Scholes model in a realistic hedging strategy with discrete temporal steps (Q5031707)
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scientific article; zbMATH DE number 7474734
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| English | Modification terms to the Black–Scholes model in a realistic hedging strategy with discrete temporal steps |
scientific article; zbMATH DE number 7474734 |
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Modification terms to the Black–Scholes model in a realistic hedging strategy with discrete temporal steps (English)
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16 February 2022
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Black-Scholes model
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correction source term
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discrete hedging strategy
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finite difference methods
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discrete analogy
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0.87403554
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0.8736502
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0.8646215
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0.86412024
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0.85900617
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0.85049856
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