结果:找到“the black scholes model”相关内容10个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
Options — 45 Years since the Publication of the Black–Scholes–Merton Model
1 个回复 - 400 次查看 Options — 45 Years since the Publication of the Black–Scholes–Merton Model English | 2023 | ISBN: ‎ 9811255865 | 554 pages | True PDF[/backcolor] [/backcolor] [/backcolor]2023-2-5 09:24 - zhangke0987 - 经管书评
【独家发布】The Black-Scholes-Merton Model as an Idealization of Discrete-Time Economi
3 个回复 - 1067 次查看 The Black-Scholes-Merton Model as an Idealization of Discrete-Time Economies Author(s): David M. Kreps Series: Econometric Society Monograph Publisher: Cambridge University Press, Year: 2019 ISBN: ...2019-12-15 19:04 - hhasoka - Forum
An extension of the Black-Scholes model of security valuation
2 个回复 - 477 次查看 【作者(必填)】DarrellDuffie[/backcolor] 【文题(必填)】An extension of the Black-Scholes model of security valuation 【年份(必填)】1988 【全文链接或数据库名称(选填)】https://www.sciencedirect.co ...2018-10-22 21:53 - blueskyy - 求助成功区
[MAREK CAPINSKI & EKKEHARD KOPP]The Black–Scholes Model
0 个回复 - 802 次查看 Mastering Mathematical Finance is a series of short books that cover all core topics and the most common electives offered in Master’s programmes in mathematical or quantitative finance. The books ar ...2019-1-7 22:28 - againstlaw - 金融工程(数量金融)与金融衍生品
求Arbitrage in fractal modulated Black–Scholes models when the volatility is st
2 个回复 - 705 次查看 【作者(必填)】Bayraktar, Erhan, and H. Vincent Poor 【文题(必填)】Arbitrage in fractal modulated Black–Scholes models when the volatility is stochastic 【年份(必填)】2005 【全文链接或数据库名 ...2017-1-5 21:17 - weilinhy - 求助成功区
Option Pricing: The Black–Scholes Model
2 个回复 - 1219 次查看 【作者(必填)】Michael Dempsey 【文题(必填)】Option Pricing: The Black–Scholes Model 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.worldscientific.com/doi/abs/10.1142/97817832 ...2016-4-23 10:42 - lipj - 求助成功区
The Black-Scholes Model (Mastering Mathematical Finance)
3 个回复 - 2044 次查看 The Black-Scholes Model (Mastering Mathematical Finance) by Marek Capiński, Ekkehard Kopp The Black-Scholes option pricing model is the first and by far the best-known continuous-time mathemati ...2015-1-17 23:28 - zmz001 - 金融学(理论版)
求文献ARBITRAGE IN FRACTAL MODULATED BLACK–SCHOLES MODELS WHEN THE VOLATILITY
1 个回复 - 603 次查看 【作者(必填)】ERHAN BAYRAKTAR and H. VINCENT POOR, 【文题(必填)】ARBITRAGE IN FRACTAL MODULATED BLACK–SCHOLES MODELS WHEN THE VOLATILITY IS STOCHASTIC[/backcolor] 【年份(必填)】2005 【全文链 ...2015-8-22 16:41 - 地下爆菊 - 求助成功区
Risk Premium Impact in the Perturbative Black Scholes Model
0 个回复 - 1516 次查看 Risk Premium Impact in the Perturbative Black Scholes Model2010-1-7 23:57 - zengyan1984 - 论文版