Minimax option pricing meets black-scholes in the limit (Q5415533)
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scientific article; zbMATH DE number 6294627
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax option pricing meets black-scholes in the limit |
scientific article; zbMATH DE number 6294627 |
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Minimax option pricing meets black-scholes in the limit (English)
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13 May 2014
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Black-Scholes
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game theory
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geometric Brownian motion
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minimax analysis
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option pricing
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