scientific article; zbMATH DE number 6260947

zbMATH Open1282.91334MaRDI QIDQ5397599

Amnuay Kananthai

Publication date: 24 February 2014

Full work available at URL: http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/961

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

zbMATH Keywords

Black-Scholes equationweak and strong solutionDirac delta distributioninterest rate and volatilityparametric interest

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (2)

On the implicit Black–Scholes formula ⋮ Unnamed Item

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