The estimation of European pricing options on dividend-paying stocks for Black-Scholes models with time-varying coefficients (Q5498425)
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scientific article; zbMATH DE number 6402348
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| English | The estimation of European pricing options on dividend-paying stocks for Black-Scholes models with time-varying coefficients |
scientific article; zbMATH DE number 6402348 |
Statements
11 February 2015
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Black-Scholes models with time-varying coefficients
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volatility function
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estimation of pricing option
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strong consistency
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0.7710542678833008
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0.7603459358215332
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0.7582108974456787
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0.7578026056289673
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