Showing 1 - 10 of 1,930
The basic model of financial economics is the Samuelson model of geometric Brownian motion because of the celebrated Black-Scholes formula for pricing the call option. The asset's volatility is a linear function of the asset value and the model garantees positive asset prices. In this paper it...
Persistent link: https://www.econbiz.de/10011539634
Persistent link: https://www.econbiz.de/10001450616
Persistent link: https://www.econbiz.de/10001436387
Persistent link: https://www.econbiz.de/10001465153
Persistent link: https://www.econbiz.de/10001598740
Persistent link: https://www.econbiz.de/10001608103
Persistent link: https://www.econbiz.de/10001608104
Persistent link: https://www.econbiz.de/10001772823
Persistent link: https://www.econbiz.de/10001807837
Persistent link: https://www.econbiz.de/10001740884