scientific article; zbMATH DE number 6402355

zbMATH Open1313.91167MaRDI QIDQ5498434

Zengyuan Zhang, Peiluan Li

Publication date: 11 February 2015

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

zbMATH Keywords

Black-Scholes modelEuropean optionfinancial derivativeshedge parameter

Mathematics Subject Classification ID

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

Related Items (1)

Black-Scholes model under subordination

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