Exact solutions of a model for asset prices by K. Takaoka
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Publication:853866
DOI10.1007/s10690-006-9022-9zbMath1154.91450OpenAlexW1989441396MaRDI QIDQ853866
Toshi-hiko Sakaguchi, Naoyuki Ishimura
Publication date: 17 November 2006
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10690-006-9022-9
Related Items (3)
A complete-market generalization of the Black-Scholes model ⋮ The instantaneous volatility and the implied volatility surface for a generalized Black-Scholes model ⋮ Valuation of a repriceable executive stock option
Cites Work
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- The Pricing of Options and Corporate Liabilities
- A partial introduction to financial asset pricing theory.
- Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets
- SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS
- The Mathematics of Financial Derivatives
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