scientific article; zbMATH DE number 5608367

MaRDI QIDQ3398613zbMATHFDO

Authors José Igor Morlanes, Tommi Sottinen, A. Rasila

Publication date 29 September 2009

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

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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