THE BLACK SCHOLES BARENBLATT EQUATION FOR OPTIONS WITH UNCERTAIN VOLATILITY AND ITS APPLICATION TO STATIC HEDGING (Q5487837)
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scientific article; zbMATH DE number 5052916
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| default for all languages | No label defined |
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| English | THE BLACK SCHOLES BARENBLATT EQUATION FOR OPTIONS WITH UNCERTAIN VOLATILITY AND ITS APPLICATION TO STATIC HEDGING |
scientific article; zbMATH DE number 5052916 |
Statements
THE BLACK SCHOLES BARENBLATT EQUATION FOR OPTIONS WITH UNCERTAIN VOLATILITY AND ITS APPLICATION TO STATIC HEDGING (English)
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12 September 2006
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option prices
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uncertain volatility
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Black-Scholes-Barenblatt equation
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static hedging
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0.8187604546546936
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0.8105952739715576
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0.8026466965675354
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0.7939261794090271
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0.7869536280632019
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