How good is Black-Scholes-Merton, really?

DOI10.1142/9789811259142_0002MaRDI QIDQ6599176zbMATH OpenFDO

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)

This page was built for publication: How good is Black-Scholes-Merton, really?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6599176)