Add to ORKGThe Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processe
Copyright c © 2013 R. Agliardi et al. This is an open access article distributed under the Creative ...
Abstract: The Black Scholes model of option pricing constitutes the cornerstone of contemporary valu...
The classical Black-Scholes analysis determines a unique, continuous, trading strategy which allows ...
The aim of this paper is to study Black-Scholes option pricing model using stochastic differential e...
The ability to price risks and devise optimal investment strategies in thé présence of an uncertain ...
In this paper, we present and prove the validity of an extension of the original Black-Scholes optio...
Options are financial instruments designed to protect investors from the stock market randomness. In...
AbstractThe aim of this paper is to study the Black-Scholes option pricing model. We discuss some de...
This paper is an introduction and survey of Black-Scholes Model as a complete model for Option Valua...
This paper revisits some solution methods for Black-Scholes equation and some of its nonlinear versi...
The author proposes a new single-stock generalization of the Black-Scholes model. The stock price pr...
Finance is one of the most rapidly changing and fastest growing areas in the corporate business worl...
In this paper we analyse a stochastic volatility model that is an extension of the traditional Black...
This paper constructs a closed-form generalization of the Black-Scholes model for the case where the...
Abstract. We study the Black-Scholes equation in stochastic volatility models. In particular, we sho...
Copyright c © 2013 R. Agliardi et al. This is an open access article distributed under the Creative ...
Abstract: The Black Scholes model of option pricing constitutes the cornerstone of contemporary valu...
The classical Black-Scholes analysis determines a unique, continuous, trading strategy which allows ...
The aim of this paper is to study Black-Scholes option pricing model using stochastic differential e...
The ability to price risks and devise optimal investment strategies in thé présence of an uncertain ...
In this paper, we present and prove the validity of an extension of the original Black-Scholes optio...
Options are financial instruments designed to protect investors from the stock market randomness. In...
AbstractThe aim of this paper is to study the Black-Scholes option pricing model. We discuss some de...
This paper is an introduction and survey of Black-Scholes Model as a complete model for Option Valua...
This paper revisits some solution methods for Black-Scholes equation and some of its nonlinear versi...
The author proposes a new single-stock generalization of the Black-Scholes model. The stock price pr...
Finance is one of the most rapidly changing and fastest growing areas in the corporate business worl...
In this paper we analyse a stochastic volatility model that is an extension of the traditional Black...
This paper constructs a closed-form generalization of the Black-Scholes model for the case where the...
Abstract. We study the Black-Scholes equation in stochastic volatility models. In particular, we sho...
Copyright c © 2013 R. Agliardi et al. This is an open access article distributed under the Creative ...
Abstract: The Black Scholes model of option pricing constitutes the cornerstone of contemporary valu...
The classical Black-Scholes analysis determines a unique, continuous, trading strategy which allows ...