A new method of option pricing based on Black-Scholes model (Q2886710)
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scientific article; zbMATH DE number 6041364
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new method of option pricing based on Black-Scholes model |
scientific article; zbMATH DE number 6041364 |
Statements
1 June 2012
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GARCH model
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Girsanov theorem
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0.93918693
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0.91026473
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0.8926357
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0.88985354
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0.8879696
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0.8820281
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A new method of option pricing based on Black-Scholes model (English)
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