Estimation of the Option Prime: Microsimulation of Backward Stochastic Differential Equations (Q4832083)
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scientific article; zbMATH DE number 2124753
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the Option Prime: Microsimulation of Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 2124753 |
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Estimation of the Option Prime: Microsimulation of Backward Stochastic Differential Equations (English)
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3 January 2005
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Black-Scholes model
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Stochastic differential equations
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Options prime
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Hedging strategy
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