scientific article; zbMATH DE number 5026560

zbMATH Open1089.91030MaRDI QIDQ5468056

Olena M. Soloveĭko

Publication date: 24 May 2006

Title of this publication is not available (Why is that?)

zbMATH Keywords

Black-Scholes equationEuropean call option

Mathematics Subject Classification ID

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

Related Items (2)

When does convergence of asset price processes imply convergence of option prices? ⋮ The rate of convergence of option prices when general martingale discrete-time scheme approximates the Black–Scholes model

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