A Black-Scholes user's guide to the Bachelier model
Year of publication: |
2022
|
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Authors: | Choi, Jaehyuk ; Kwak, Minsuk ; Tee, Chyng Wen ; Wang, Yumeng |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 5, p. 959-980
|
Subject: | Bachelier model | Black-Scholes model | displaced diffusion model | normal model | Black-Scholes-Modell | Optionspreistheorie | Option pricing theory |
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