scientific article; zbMATH DE number 1295003

zbMATH Open0922.90008MaRDI QIDQ4247927FDOQ4247927

Authors: Jesper Andreasen, Bjarke Jensen, Rolf Poulsen 

Publication date: 16 August 1999

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

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zbMATH Keywords

financial mathematicsBlack-Scholes formulamartingale measuresvaluation techniques

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (3)

• On expansions for the Black-Scholes prices and hedge parameters
• Project pricing with the Black-Scholes-formula
• An extension of the Black-Scholes model of security valuation

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