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
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=290909
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