scientific article; zbMATH DE number 1778101

zbMath1007.91022MaRDI QIDQ4543997

Hong Xue, Zan-Kan Nie

Publication date: 11 August 2002

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

zbMATH Keywords

Black-Scholes modelEuropean optionAmerican call optionpricing formulahedging strategyEuropean contingent claim

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic analysis (60H99)

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