scientific article; zbMATH DE number 5885629

zbMATH Open1224.91165MaRDI QIDQ2997410FDOQ2997410

Authors: S. S. Soushko 

Publication date: 6 May 2011

Title of this publication is not available (Why is that?)

zbMATH Keywords

option pricingBlack-Scholes modeldeterministic moments of parameter changesrandom moments of parameter changes

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Financial applications of other theories (91G80)

Cited In (1)

• Modification terms to the Black–Scholes model in a realistic hedging strategy with discrete temporal steps

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