On robustness of the black-scholes partial differential equation model
Miklavz Mastinsek (EPF-University of Maribor, Maribor, Slovenia)
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Mastinsek, Miklavz |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 19.2016, 2, p. 1-11
|
| Subject: | Options | discrete and continuous hedging | partial delay differential equation | Analysis | Mathematical analysis | Hedging | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024916500138 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011455391