Black Scholes Option Pricing with Stochastic Returns on Hedge Portfolio.
| Autor: | Singh, J. P.1 Jatinder_pal2000@yahoo.com, Prabakaran, S.1 |
|---|---|
| Zdroj: | Electronic Journal of Theoretical Physics. Dec2006, Vol. 3 Issue 13, p19-28. 10p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
|