scientific article; zbMATH DE number 6133391
From MaRDI portal
Publication:4907374
Recommendations
- scientific article; zbMATH DE number 2050999
- On modified Black-Scholes equation
- On analytical solutions of the Black-Scholes equation
- On the implicit Black–Scholes formula
- On the parametric interest of the Black-Scholes equation
- scientific article; zbMATH DE number 6260947
- The Black-Scholes equation in stochastic volatility models
- The Black–Scholes equation in the presence of arbitrage
- On the structure of proper Black-Scholes formulae
Cited in
(20)- Why Black-Scholes Equations Are Effective Beyond Their Usual Assumptions: Symmetry-Based Explanation
- A generalized Black-Scholes equation without Itô calculus
- Derman and Taleb's ‘The illusions of dynamic replication’: a comment
- Black-Scholes model under subordination
- Equivalent Black volatilities
- The sustainable Black-Scholes equations
- On the multidimensional Black-Scholes partial differential equation
- scientific article; zbMATH DE number 2015688 (Why is no real title available?)
- On the structure of proper Black-Scholes formulae
- A note on portfolios with risk-free internal gains
- scientific article; zbMATH DE number 6260947 (Why is no real title available?)
- The Black-Scholes equation in stochastic volatility models
- Pricing a nontradeable asset and its derivatives.
- On nonexistence of non-constant volatility in the Black-Scholes formula
- On the approximation of the Black and Scholes call function
- The Black-Scholes Equation and Certain Quantum Hamiltonians
- On the implicit Black–Scholes formula
- Derivation of the Black–Scholes Equation from Basic Principles
- Alternative methods to derive option pricing models: review and comparison
- scientific article; zbMATH DE number 2050999 (Why is no real title available?)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4907374)