On comparison of the Black-Scholes and the Black-Merton stochastic models
Henryk Kowgier
| Year of publication: |
2012
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| Authors: | Kowgier, Henryk |
| Published in: |
University-business partnership through the Triple Helix Approach : [... workshops and roundtable debate "University-business partnership through the Triple Helix Approach" which took place at the International Conference "Europen Integration and Baltic Sea Region: Diversity and Perspectives", held in Riga from 26th to 27th September 2011]. - Berlin : BWV Berliner Wiss.-Verl., ISBN 3-8305-3028-5. - 2012, p. 171-181
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| Subject: | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Vergleich | Comparison |
| Extent: | graph. Darst. |
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| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009723641