From binomial expectations to the Black-Scholes formula: The main ideas (Q1364725)
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scientific article; zbMATH DE number 1053381
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From binomial expectations to the Black-Scholes formula: The main ideas |
scientific article; zbMATH DE number 1053381 |
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From binomial expectations to the Black-Scholes formula: The main ideas (English)
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6 October 1997
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binomial distribution
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standard normal distribution
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expectation
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Riemann sums
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shadow
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Wiener walk
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option
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