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Markovian black and scholes - MaRDI portal

Markovian black and scholes (Q5424696)

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scientific article; zbMATH DE number 5208777
Language Label Description Also known as
English
Markovian black and scholes
scientific article; zbMATH DE number 5208777

    Statements

    title
    Markovian black and scholes (English)
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    author
    Edward Omey
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    Stefan Van Gulck
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    publication date
    5 November 2007
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    zbMATH Keywords
    Markov chain
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    call option
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    binomial model
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    Identifiers

    DOI
    10.2298/PIM0693065O
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    Mathematics Subject Classification ID
    60J20
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    62P05
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    91B28
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    zbMATH DE Number
    5208777
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    OpenAlex ID
    W1965960261
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