On CAPM and Black-Scholes differing risk-return strategies (Q1409096)
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scientific article; zbMATH DE number 1988111
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On CAPM and Black-Scholes differing risk-return strategies |
scientific article; zbMATH DE number 1988111 |
Statements
On CAPM and Black-Scholes differing risk-return strategies (English)
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5 October 2003
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option pricing partial differential equation
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capital asset pricing model
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0.81908095
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0.79756755
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0.79136115
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0.7866346
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0.7828494
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0.78239733
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0.7808528
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