scientific article; zbMATH DE number 1487968
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Publication:4495097
zbMATH Open1016.91052MaRDI QIDQ4495097FDOQ4495097
Authors: Marco Avellaneda 
Publication date: 5 August 2003
Title of this publication is not available (Why is that?)
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- The research of Black-Scholes' formula for pricing European options
- Implications of parameter uncertainty on option prices
- An introduction to option pricing and the mathematical theory of risk
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- An Introduction to Financial Option Valuation
- Computation of the Greeks delta and gamma of Asian option: a Malliavin calculus approach
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