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scientific article; zbMATH DE number 6984344 - MaRDI portal

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Publication:4556198

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DOI10.2436/20.2002.01.75zbMath1403.91332MaRDI QIDQ4556198

Joan del Castillo, Joaquim Bruna

Publication date: 23 November 2018

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

zbMATH Keywords

Brownian motion stochastic processes option pricing Black-Scholes model normal law arbitration financial assets risk coverage

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Derivative securities (option pricing, hedging, etc.) (91G20)

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