scientific article; zbMATH DE number 841285

MaRDI QIDQ4863379zbMATH OpenFDO

Authors Paul Wilmott, Jeff Dewynne, S. D. Howison

Publication date 4 February 1996

zbMATH Keywords

European optionsfinanceoption pricingWiener processespartial differential equationsAmerican optionscontinuous timeexotic optionsBlack-Scholes frameworkput-call parity theorem

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) 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)

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