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Conservation law of strike price and inversion of the Black-Scholes formula - MaRDI portal

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Conservation law of strike price and inversion of the Black-Scholes formula (Q946558)

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scientific article; zbMATH DE number 5346246
Language Label Description Also known as
English
Conservation law of strike price and inversion of the Black-Scholes formula
scientific article; zbMATH DE number 5346246

    Statements

    title
    Conservation law of strike price and inversion of the Black-Scholes formula (English)
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    author
    N. B. Sukhomlin
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    publication date
    23 September 2008
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    Identifiers

    Mathematics Subject Classification ID
    35Q91
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    60H15
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    91B24
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    zbMATH DE Number
    5346246
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    OpenAlex ID
    W2004505528
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