Exact solutions of a model for asset prices by K. Takaoka (Q853866)
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scientific article; zbMATH DE number 5073760
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| English | Exact solutions of a model for asset prices by K. Takaoka |
scientific article; zbMATH DE number 5073760 |
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Exact solutions of a model for asset prices by K. Takaoka (English)
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17 November 2006
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extension of the Black-Scholes model
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partial differential equation
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exact pricing formula
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0.7261537313461304
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0.7168476581573486
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