Option price when the stock is a semimartingale
type: Item
instance of: scholarly article
title: Option price when the stock is a semimartingale
zbMATH Open document ID: 1008.60057
author: Fima Klebaner
published in: Electronic Communications in Probability
publication date: 2003-02-25T00:00:00Z
full work available at URL: https://eudml.org/doc/122489
full work available at URL: paper8.abs.html
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1873759
zbMATH Keywords: Black-Scholes formula
zbMATH Keywords: Meyer-Tanaka formula
zbMATH Keywords: semimartingales
MaRDI profile type: Publication
OpenAlex ID: W2074658274
DOI: 10.1214/ECP.V7-1049
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description: scientific article; zbMATH DE number 1873759