Retrieval of Black-Scholes and generalized Erlang models by perturbed observations at a fixed time
Daniel Neuenschwander
| Year of publication: |
2008
|
|---|---|
| Authors: | Neuenschwander, Daniel |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 42.2008, 1, p. 453-458
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Finanzmathematik | Mathematical finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003682579