Comment on the Black-Scholes Pricing Problem

Publisher： Edp Sciences

E-ISSN： 1286-4862|5|2|217-218

ISSN： 1155-4304

Source： Journal de Physique I, Vol.5, Iss.2, 1995-02, pp. : 217-218

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Reply to Mikheev's Comment on the Black-Scholes Pricing Problem

By  

Journal de Physique I, Vol. 5, Iss. 2, 1995-02 ,pp. : 219-220

Edp Sciences

Access to resources Recommend Favorite

The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large classof stochastic processes

By  

Journal de Physique I, Vol. 4, Iss. 6, 1994-06 ,pp. : 863-881

Edp Sciences

Access to resources Recommend Favorite

The relativistic Black-Scholes model

By Trzetrzelewski Maciej  

EPL (EUROPHYSICS LETTERS), Vol. 117, Iss. 3, 2017-03 ,pp. : 38004-38004

Edp Sciences

Access to resources Recommend Favorite

Analytical Solutions of the Black–Scholes Pricing Model for European Option Valuation via a Projected Differential Transformation Method

By Edeki Sunday O.   Ugbebor Olabisi O.   Owoloko Enahoro A.  

Entropy, Vol. 17, Iss. 11, 2015-10 ,pp. : 7510-7521

MDPI

Access to resources Recommend Favorite

A Planck-Like Problem for Quantum Charged Black Holes

By Fabbri A.   Navarro D.J.   Navarro-Salas J.  

General Relativity and Gravitation, Vol. 33, Iss. 12, 2001-12 ,pp. : 2119-2124

Springer Publishing Company

Access to resources Recommend Favorite