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Q5120364 - MaRDI portal

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scientific article; zbMATH DE number 7245930
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English
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scientific article; zbMATH DE number 7245930

    Statements

    author
    Rujira Ouncharoen
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    Amnuay Kananthai
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    publication date
    10 September 2020
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    zbMATH Keywords
    Delta-hedging
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    Black-Scholes equation
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    option price
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    Identifiers

    Mathematics Subject Classification ID
    35Q91
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    35K05
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    91G20
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    zbMATH DE Number
    7245930
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