Resonance phenomena in option pricing with arbitrage (Q2067175)
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scientific article; zbMATH DE number 7458021
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Resonance phenomena in option pricing with arbitrage |
scientific article; zbMATH DE number 7458021 |
Statements
Resonance phenomena in option pricing with arbitrage (English)
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17 January 2022
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Black-Scholes model
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option pricing
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arbitrage
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barrier options
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0.88143635
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0.8668702
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0.8596188
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0.8552041
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0.8535885
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