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Publication:3090714
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zbMath1236.62150MaRDI QIDQ3090714

Tiberiu Socaciu, B. Parv, Maria Pârv, Ilie Parpucea

Publication date: 31 August 2011


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Black-Scholes equationBlack-Scholes-Merton modelcomputational financial engineeringderivatives evaluationgeneralized Merton-Garman equation


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Derivative securities (option pricing, hedging, etc.) (91G20)








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