Some Notes to Black-Scholes Equation

被引：0
|
作者：
Lukas, Ladislav [1 ]
机构：
[1] Univ W Bohemia, Fac Econ, Dept Stat & Operat Res, Plzen 30614, Czech Republic
来源：
PROCEEDINGS OF THE 23RD INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS 2005 | 2005年
关键词：
Pricing model; Black-Scholes equation; diffusion model; standard heat flow equation;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
Paper concerns with well-known fair-pricing model of European options described by Black-Scholes equation. The notes discuss various links between diffusion model and B-S pricing model in order to broaden understanding of the B-S equation and its solution.
引用
收藏
页码：233 / 237
页数：5
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