scientific article; zbMATH DE number 1487968

zbMATH Open1016.91052MaRDI QIDQ4495097FDOQ4495097

Marco Avellaneda

Publication date: 5 August 2003

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

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zbMATH Keywords

option pricing

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (4)

• The research of Black-Scholes' formula for pricing European options
• An introduction to option pricing and the mathematical theory of risk
• Title not available (Why is that?)
• An Introduction to Financial Option Valuation

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