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scientific article; zbMATH DE number 5608367

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Publication:3398613
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zbMATH Open1170.91394MaRDI QIDQ3398613FDOQ3398613

A. Rasila, José Igor Morlanes, Tommi Sottinen

Publication date: 29 September 2009


Full work available at URL: http://pphmj.com/abstract/4137.htm

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


zbMATH Keywords

volatilityBlack-Scholesarbitrageoption-pricingrelisting


Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Applications of stochastic analysis (to PDEs, etc.) (60H30)








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