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Conservation law of strike price and inversion of the Black-Scholes formula

✍ Scribed by N. B. Sukhomlin

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the striking price bias of the Black-

✍ Mohammed M. Chaudhury 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 291 KB

A Refinement of the Black-Scholes Formul

✍ N.N. Trenev 📂 Article 📅 2001 🏛 Springer US 🌐 English ⚖ 40 KB

Robustness of the Black and Scholes Form

✍ Nicole El Karoui; Monique Jeanblanc-Picquè; Steven E. Shreve 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 268 KB

Generalized trapezoidal formulas for the

✍ Chawla, M. M.; Al-Zanaidi, M. A.; Evans, D. J. 📂 Article 📅 2003 🏛 Taylor and Francis Group 🌐 English ⚖ 163 KB

HOW CLOSE ARE THE OPTION PRICING FORMULA

✍ Walter Schachermayer; Josef Teichmann 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 142 KB

Alternative specifications of the errors

✍ Abdul Rahman; Lawrence Kryzanowski 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 263 KB