Pages that link to "Item:Q4354433"
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The following pages link to The Statistical Properties of the Black–Scholes Option Price (Q4354433):
Displaying 6 items.
- Estimation of partial differential equations with applications in finance (Q295399) (← links)
- The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility (Q428367) (← links)
- On valuing and hedging European options when volatility is estimated directly (Q439467) (← links)
- Autoregressive trending risk function and exhaustion in random asset price movement (Q3103201) (← links)
- PUT OPTION PRICES AS JOINT DISTRIBUTION FUNCTIONS IN STRIKE AND MATURITY: THE BLACK–SCHOLES CASE (Q3400129) (← links)
- (Q3537226) (← links)