Title: Black-Scholes Model for Option Pricing and Hedging Strategies
Abstract: As in the previous chapters, we consider a market model consisting in two assets: one non-risky (bond), the other risky (stock). While before we focused on discrete-time market models, here we introduce the so-called Black-Scholes model : a well-known example of continuous-time market model.
Publication Year: 2013
Publication Date: 2013-01-01
Language: en
Type: book-chapter
Indexed In: ['crossref']
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