Non-uniqueness of option prices (Q921793)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4166434
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Non-uniqueness of option prices |
scientific article; zbMATH DE number 4166434 |
Statements
Non-uniqueness of option prices (English)
0 references
1988
0 references
Black-Scholes theory
0 references
option pricing
0 references
binomial model
0 references
0 references
0.7681646347045898
0 references
0.7668337821960449
0 references
0.7663805484771729
0 references
