Simplest differential equation of stock price, its solution and relation to assumption of Black-Scholes model

DOI10.1007/BF02437866zbMath1092.91035OpenAlexW2240854853WikidataQ115392179 ScholiaQ115392179MaRDI QIDQ1888906

Guanglong Lei, Tian-quan Yun

Publication date: 29 November 2004

Published in: Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02437866

zbMATH Keywords

option pricingprobability and certainty

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• Basic equations, theory and principle of computational stock market. I: Basic equations
• Basic equations, theory and principle of computational stock market. III: Basic theories
• Basic equations, theory and principles of computational stock market. II: Basic principles
• Analysis of financial derivatives by mechanical method. I: Basic equation of price of index futures
• Analysis of financial derivatives by mechanical method. II: Basic equation of market price of option.

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