How good is Black-Scholes-Merton, really?

DOI10.1142/9789811259142_0002zbMATH Open1544.91339MaRDI QIDQ6599176FDOQ6599176

Authors: Paul Wilmott 

Publication date: 6 September 2024

zbMATH Keywords

volatilitymathematical biologyhedgingpartial differential equationBlack-Scholes-Merton

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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