An extension of the Black-Scholes model of security valuation
type: Item
instance of: scholarly article
title: An extension of the Black-Scholes model of security valuation
zbMATH Open document ID: 0649.90019
DOI: 10.1016/0022-0531(88)90160-3
published in: Journal of Economic Theory
publication date: 1988-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 4060942
zbMATH Keywords: market value of a security
zbMATH Keywords: diffusion dividend
zbMATH Keywords: price processes
author: Darrell Duffie
MaRDI profile type: Publication
full work available at URL: 0022-0531(88)90160-3
OpenAlex ID: W2045464652
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description: scientific article; zbMATH DE number 4060942