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Black Scholes Pricing Concept

Gikhman, Ilya I. - 2015

In some papers it have been remarked that derivation of the Black Scholes Equation (BSE) contains mathematical ambiguities. In particular there are two problems which can be raise by accepting Black Scholes (BS) pricing concept. One is technical derivation of the BSE and other the pricing...

Persistent link: https://www.econbiz.de/10013020357