BS formula and the recession

zbMATH Open1422.91792MaRDI QIDQ2825682FDOQ2825682

Authors:

Publication date: 13 October 2016

Published in: Arkhimedes (Search for Journal in Brave)

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zbMATH Keywords

Black-Scholes formulafinancial crisis

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Actuarial science and mathematical finance (91G99)

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