A Black-Scholes User's Guide to the Bachelier Model
Year of publication: |
[2021]
|
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Authors: | Choi, Jaehyuk ; Kwak, Minsuk ; Tee, Chyng Wen ; Wang, Yumeng |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Black-Scholes-Modell | Black-Scholes model | Derivat | Derivative | Finanzmathematik | Mathematical finance |
Extent: | 1 Online-Ressource (27 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 17, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3828310 [DOI] |
Classification: | G10 - General Financial Markets. General ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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