Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion “Samuelson” market model (also known as the Black-Scholes model because it is used in that most famous
Mathematical Models in Finance || Worldwide Security Market Anomalies
✍ Scribed by W. T. Ziemba and C. R. Hensel
- Book ID
- 121213489
- Publisher
- The Royal Society
- Year
- 1994
- Tongue
- English
- Weight
- 408 KB
- Volume
- 347
- Category
- Article
- ISSN
- 0264-3952
- DOI
- 10.2307/54360
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Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion “Samuelson” market model (also known as the Black-Scholes model because it is used in that most famous
Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion “Samuelson” market model (also known as the Black-Scholes model because it is used in that most famous
Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion “Samuelson” market model (also known as the Black-Scholes model because it is used in that most famous