Robustness of the Black and Scholes Formula
type: Item
instance of: scholarly article
title: Robustness of the Black and Scholes Formula
zbMATH Open document ID: 0910.90008
DOI: 10.1111/1467-9965.00047
author: Nicole El Karoui
author: Monique Jeanblanc
author: Steven Shreve
published in: Mathematical Finance
publication date: 1998-12-02T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 1208366
zbMATH Keywords: option pricing
zbMATH Keywords: stochastic volatility
zbMATH Keywords: option hedging
zbMATH Keywords: American options
zbMATH Keywords: Asian options
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1111/1467-9965.00047
OpenAlex ID: W2018055712
Wikidata QID: Q56565474
description: scientific article; zbMATH DE number 1208366