Arbitrage-free option pricing models

Denis Bell; Scott Stelljes

doi:10.1017/S144678870900007X

Arbitrage-free option pricing models

Denis Bell
, Scott Stelljes

Mathematics and Statistics

University of North Florida

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	145-152
Number of pages	8
Journal	Journal of the Australian Mathematical Society
Volume	87
Issue number	2
DOIs	https://doi.org/10.1017/S144678870900007X
State	Published - Oct 2009

ASJC Scopus Subject Areas

General Mathematics

Keywords

Arbitage-free
BlackScholes formula
European call option

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10.1017/S144678870900007X

Cite this

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title = "Arbitrage-free option pricing models",

keywords = "Arbitage-free, BlackScholes formula, European call option",

author = "Denis Bell and Scott Stelljes",

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language = "English",

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AU - Stelljes, Scott

PY - 2009/10

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KW - BlackScholes formula

KW - European call option

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ER -

Arbitrage-free option pricing models

ASJC Scopus Subject Areas

Keywords

Access to Document

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