scientific article; zbMATH DE number 1150529

zbMath0914.90012MaRDI QIDQ4388788

Jesper Andreasen

Publication date: 10 May 1998

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

zbMATH Keywords

optionshedgingpricingBlack-Scholes formula

Mathematics Subject Classification ID

Brownian motion (60J65) Economic growth models (91B62) Diffusion processes (60J60)

Related Items (1)

Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach

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