THE BLACK SCHOLES BARENBLATT EQUATION FOR OPTIONS WITH...

International Journal of Theoretical and Applied Finance 2006 / 08 Vol. 9; Iss. 5

THE BLACK SCHOLES BARENBLATT EQUATION FOR OPTIONS WITH UNCERTAIN VOLATILITY AND ITS APPLICATION TO STATIC HEDGING

MEYER, GUNTER H.
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Volume:
9
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024906003755
Date:
August, 2006
File:
PDF, 366 KB
english, 2006
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