Markovian Black and Scholes.
Publications de l'Institut Mathématique. Nouvelle Série (2006)
- Volume: 79(93), page 65-72
- ISSN: 0350-1302
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topOmey, E., and Van Gulck, S.. "Markovian Black and Scholes.." Publications de l'Institut Mathématique. Nouvelle Série 79(93) (2006): 65-72. <http://eudml.org/doc/258285>.
@article{Omey2006,
author = {Omey, E., Van Gulck, S.},
journal = {Publications de l'Institut Mathématique. Nouvelle Série},
keywords = {Markov chain; call option; binomial model},
language = {eng},
pages = {65-72},
publisher = {Izdaje Matematički Institut SANU},
title = {Markovian Black and Scholes.},
url = {http://eudml.org/doc/258285},
volume = {79(93)},
year = {2006},
}
TY - JOUR
AU - Omey, E.
AU - Van Gulck, S.
TI - Markovian Black and Scholes.
JO - Publications de l'Institut Mathématique. Nouvelle Série
PY - 2006
PB - Izdaje Matematički Institut SANU
VL - 79(93)
SP - 65
EP - 72
LA - eng
KW - Markov chain; call option; binomial model
UR - http://eudml.org/doc/258285
ER -
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