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Publication:3090714
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.
Black-Scholes equationBlack-Scholes-Merton modelcomputational financial engineeringderivatives evaluationgeneralized Merton-Garman equation
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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