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~isPartOf:"Annals of financial economics"
~person:"Göncü, Ahmet"
~person:"Rigatos, Gerasimos G."
~subject:"Black-Scholes model"
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Statistical arbitrage in the multi-asset Black-Scholes economy
Göncü, Ahmet
;
Akyildirim, Erdinc
- In:
Annals of financial economics
12
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011716058
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Boundary control of the black-scholes pde for option dynamics stabilization
Rigatos, Gerasimos G.
- In:
Annals of financial economics
11
(
2016
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011685692
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