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scientific article; zbMATH DE number 1535648
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English
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scientific article; zbMATH DE number 1535648

    Statements

    author
    T. W. Epps
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    publication date
    26 November 2000
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    zbMATH Keywords
    derivative securities
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    options
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    bonds
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    futures
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    Black-Scholes formula
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    stochastic process
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    volatility
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91B24
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    91-02
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    zbMATH DE Number
    1535648
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