The Black-Scholes paper: a personal perspective (Q6089421)
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scientific article; zbMATH DE number 7767346
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The Black-Scholes paper: a personal perspective |
scientific article; zbMATH DE number 7767346 |
Statements
The Black-Scholes paper: a personal perspective (English)
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17 November 2023
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option pricing
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dynamic hedging
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realized variance
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0.7241697311401367
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