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

Producción científica: Article › revisión exhaustiva

Idioma original	English
Páginas (desde-hasta)	145-152
Número de páginas	8
Publicación	Journal of the Australian Mathematical Society
Volumen	87
N.º	2
DOI	https://doi.org/10.1017/S144678870900007X
Estado	Published - oct 2009

ASJC Scopus Subject Areas

General Mathematics

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title = "Arbitrage-free option pricing models",

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

author = "Denis Bell and Scott Stelljes",

year = "2009",

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language = "English",

volume = "87",

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AU - Stelljes, Scott

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KW - BlackScholes formula

KW - European call option

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Arbitrage-free option pricing models

ASJC Scopus Subject Areas

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Huella

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