Option pricing using the Black-Scholes methodology vs. using the Feynman-Kac theorem : comparative approach
Vasile Brătian and Camelia Oprean-Stan
| Year of publication: |
2024
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|---|---|
| Authors: | Brătian, Vasile ; Oprean Stan, Camelia |
| Published in: |
Application of novel research methods : the study of current economic phenomena. - Berlin : Peter Lang, ISBN 978-3-631-90052-9. - 2024, p. 175-192
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| Subject: | the Black-Scholes equation | explicit solutions for Call and Put | Feynman-Kac theorem | Monte Carlo simulation | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Derivat | Derivative | Monte-Carlo-Simulation |
| 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://ebvufind01.dmz1.zbw.eu/10015179733