scientific article; zbMATH DE number 1497173

zbMATH Open0977.91016MaRDI QIDQ4498902FDOQ4498902

Authors: W. Stummer 

Publication date: 27 August 2000

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

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zbMATH Keywords

option pricingEuropean call optionlocally unbounded drifts

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Brownian motion (60J65)

Cited In (3)

• Option pricing: a yet simpler approach
• Option pricing under general geometric Riemannian Brownian motions
• European option pricing formula in risk-aversive markets

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