On the spectrum of the option price of stock markets from the Black-Scholes equation
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Publication:2861336
zbMATH Open1367.91178MaRDI QIDQ2861336
Publication date: 12 November 2013
Published in: Thai Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/802
Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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Forecasting stock options prices via the solution of an ill-posed problem for the Black–Scholes equation ⋮ Simplest differential equation of stock price, its solution and relation to assumption of Black-Scholes model ⋮ Title not available (Why is that?) ⋮ Title not available (Why is that?) ⋮ Title not available (Why is that?) ⋮ On the Relation Between Option and Stock Prices: A Convex Optimization Approach ⋮ PUT OPTION PRICES AS JOINT DISTRIBUTION FUNCTIONS IN STRIKE AND MATURITY: THE BLACK–SCHOLES CASE
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