New method to option pricing for the general Black-Scholes model -- an actuarial approach (Q1430587)
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scientific article; zbMATH DE number 2067364
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New method to option pricing for the general Black-Scholes model -- an actuarial approach |
scientific article; zbMATH DE number 2067364 |
Statements
New method to option pricing for the general Black-Scholes model -- an actuarial approach (English)
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27 May 2004
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fair premium
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Ornstein-Uhlenbeck process
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