scientific article; zbMATH DE number 1827980
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Publication:4781783
zbMATH Open1042.91052MaRDI QIDQ4781783
Publication date: 2002
Title of this publication is not available (Why is that?)
Related Items (3)
Modification terms to the Black–Scholes model in a realistic hedging strategy with discrete temporal steps ⋮ General Black-Scholes models accounting for increased market volatility from hedging strategies ⋮ A Lie algebraic and numerical investigation of the Black-Scholes equation with Heston volatility model
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