scientific article; zbMATH DE number 841285

Jeff Dewynne, Paul Wilmott, S. D. Howison

Publication date: 4 February 1996

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

option pricing Wiener processes American options Black-Scholes framework partial differential equations finance continuous time exotic options European options put-call parity theorem

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Microeconomic theory (price theory and economic markets) (91B24) Derivative securities (option pricing, hedging, etc.) (91G20)

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