Edgeworth Black-Scholes option pricing formula (Q2928937)
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scientific article; zbMATH DE number 6367807
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Edgeworth Black-Scholes option pricing formula |
scientific article; zbMATH DE number 6367807 |
Statements
10 November 2014
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Black-Scholes formula
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chi-squared
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delta hedging
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Edgeworth expansion
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lognormal
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Student \(t\)-distribution
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Edgeworth Black-Scholes option pricing formula (English)
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0.7608410716056824
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0.7486435770988464
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0.7417131066322327
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0.7389395236968994
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0.733467161655426
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