scientific article; zbMATH DE number 1295003

From MaRDI portal

Publication:4247927

Jump to:navigation, search

zbMath0922.90008MaRDI QIDQ4247927

Jesper Andreasen, Bjarke Jensen, Rolf Poulsen

Publication date: 16 August 1999

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Black-Scholes formula financial mathematics martingale measures valuation techniques

Mathematics Subject Classification ID

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

Related Items (1)

On expansions for the Black-Scholes prices and hedge parameters

This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4247927&oldid=18133525"