A streamlined derivation of the Black-Scholes option pricing formula

DOI10.1080/09720502.2005.10700411MaRDI QIDQ5756385zbMATH OpenOpenAlexFDO

Authors Rogemar Mamon

Publication date 4 September 2007

Published in Journal of Interdisciplinary Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/09720502.2005.10700411

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites work

• scientific article; zbMATH DE number 1561766 (Why is no real title available?)
• scientific article; zbMATH DE number 1373207 (Why is no real title available?)
• scientific article; zbMATH DE number 1869203 (Why is no real title available?)
• Louis Bachelier on the centenary of ``Théorie de la spéculation
• The pricing of options and corporate liabilities

Cited in

(1)

• A new method for option pricing via time-fractional PDE

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