✦ LIBER ✦

Unbiased estimation of the Black/Scholes formula

✍ Scribed by J.S. Butler; Barry Schachter

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

AN APPROXIMATELY UNBIASED ESTIMATOR FOR

✍ Mohammed M. Chaudhury 📂 Article 📅 1989 🏛 John Wiley and Sons 🌐 English ⚖ 458 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

A Refinement of the Black-Scholes Formul

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

On the striking price bias of the Black-

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

Conservation law of strike price and inv

✍ N. B. Sukhomlin 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 283 KB

A black-scholes formula for option prici

✍ Wensheng Xu; Zhen Wu 📂 Article 📅 1996 🏛 SP Editorial Committee of Applied Mathematics - A 🌐 English ⚖ 283 KB