Exact Solutions of a Model for Asset Prices by K. Takaoka
| Year of publication: |
2004
|
|---|---|
| Authors: | Ishimura, Naoyuki ; Sakaguchi, Toshi-hiko |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 11.2004, 4, p. 445-451
|
| Publisher: |
Springer |
| Subject: | extension of the Black-Scholes model | partial differential equation | exact pricing formula |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005684888