Option pricing methods in the City of London during the late 19th century

DOI10.1080/14697688.2019.1699950zbMath1467.91182OpenAlexW3123621964MaRDI QIDQ4991053

George Dotsis

Publication date: 2 June 2021

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2019.1699950

zbMATH Keywords

option pricingLondon traders in the late nineteenth century

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) History of mathematics in the 19th century (01A55)

Cites Work

• The Pricing of Options and Corporate Liabilities
• HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES?
• Vinzenz Bronzin’s Option Pricing Models
• Unnamed Item

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