Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Kalicanin Dimitrov, Mara"'
Autor:
Kalicanin Dimitrov, Mara
Black and Scholes have proposed a model for pricing European options where the underlying asset follows a so-called geometric Brownian motion which assumes constant volatility. The proposed Black-Scholes model has an exact solution. However, it has b
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-58892
