Showing 1 - 1 of 1
We study the risk premium impact in the Perturbative Black Scholes model. The Perturbative Black Scholes model, developed by Scotti, is a subjective volatility model based on the classical Black Scholes one, where the volatility used by the trader is an estimation of the market one and contains...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005084104