scientific article; zbMATH DE number 1373207

Publication date: 2 December 1999

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

option pricing Monte Carlo simulation exotic options Black-Scholes option pricing formula geometric Brownian motion model arbitrage theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Brownian motion (60J65) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Actuarial science and mathematical finance (91Gxx)

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