Title of article
Estimation of the Option Prime: Microsimulation of Backward Stochastic Differential Equations
Author/Authors
Héctor Allende، نويسنده , , Carlos El?as ، نويسنده , , Soledad Torres، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
15
From page
107
To page
121
Keywords
Black–Scholes model , Stochastic differential equations , Options prime , Hedging strategy.
Journal title
International Statistical Review
Serial Year
2004
Journal title
International Statistical Review
Record number
290909
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