scientific article; zbMATH DE number 912566

zbMath0854.90007MaRDI QIDQ4887225

Dan Galai, Michel Crouhy, Alain Bensoussan

Publication date: 19 January 1997

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

zbMATH Keywords

Black-Scholes modelequity volatility

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Economic growth models (91B62)

Related Items (1)

Stochastic equity volatility related to the leverage effect II: valuation of European equity options and warrants

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