The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes
| Year of publication: |
1994-01
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| Authors: | Bouchaud, Jean-Philippe ; Sornette, Didier |
| Institutions: | Science & Finance |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Published in Journal de Physique I France 4, 863, (1994) Number 500040 |
| Classification: | G10 - General Financial Markets. General |
| Source: |
Persistent link: https://www.econbiz.de/10005170080