PUT OPTION PRICES AS JOINT DISTRIBUTION FUNCTIONS IN STRIKE AND MATURITY: THE BLACK–SCHOLES CASE (Q3400129)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PUT OPTION PRICES AS JOINT DISTRIBUTION FUNCTIONS IN STRIKE AND MATURITY: THE BLACK–SCHOLES CASE |
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PUT OPTION PRICES AS JOINT DISTRIBUTION FUNCTIONS IN STRIKE AND MATURITY: THE BLACK–SCHOLES CASE (English)
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5 February 2010
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first and last passage times
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pseudo-inverse
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local time-space calculus
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Black-Scholes set up
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