Extended Black and Scholes model under bankruptcy risk (Q2011269)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Extended Black and Scholes model under bankruptcy risk |
scientific article; zbMATH DE number 7138412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extended Black and Scholes model under bankruptcy risk |
scientific article; zbMATH DE number 7138412 |
Statements
Extended Black and Scholes model under bankruptcy risk (English)
0 references
28 November 2019
0 references
Black and Scholes model
0 references
geometric Brownian motion
0 references
option pricing
0 references
Monte Carlo simulation
0 references
quadratic variation-based estimators
0 references
