The Black–Scholes Model

DOI10.1017/CBO9781139026130zbMath1253.91176OpenAlexW4235808953MaRDI QIDQ3166682

Capiński, Marek, Ekkehard Kopp

Publication date: 15 October 2012

Full work available at URL: https://doi.org/10.1017/cbo9781139026130

zbMATH Keywords

Black-Scholes modelderivative pricingintroduction to Mathematical Finance

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model

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