A general theory of option pricing
D. Gershon
Year of publication: |
2023
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---|---|
Authors: | Geršôn, Dāwid |
Published in: |
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference. - New Jersey : World Scientific, ISBN 978-981-12-5586-1. - 2023, p. 293-330
|
Subject: | option pricing | probability density function | volatility smile | exotic options | continuous time finance | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Stochastischer Prozess | Stochastic process |
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