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Existence of optimal parameters for the Black-Scholes option pricing model - MaRDI portal

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Existence of optimal parameters for the Black-Scholes option pricing model (Q2914848)

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scientific article; zbMATH DE number 6084671
Language Label Description Also known as
English
Existence of optimal parameters for the Black-Scholes option pricing model
scientific article; zbMATH DE number 6084671

    Statements

    publication date
    21 September 2012
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    zbMATH Keywords
    European options
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    optimal parameters
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    author
    Narayan Thapa
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    Justin Ziegler
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    Carson Moen
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    title
    Existence of optimal parameters for the Black-Scholes option pricing model (English)
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    Identifiers

    Mathematics Subject Classification ID
    35B30
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    49J50
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    35A01
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    35A02
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    35Q91
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    zbMATH DE Number
    6084671
    0 references
     
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