THE THREE-PARAMETER BLACK AND SCHOLES PROCESS
نویسندگان
چکیده
منابع مشابه
Parameter Estimation for Black-Scholes Equation
The Black-Scholes equation is a hallmark of mathematical finance, and any study of this growing field would be incomplete without having seen and understood the logic behind this equation. The initial focus of this paper will be to explore the arguments leading to the equation and the financial background necessary to understand the arguments. The problem of estimating the only parameter which ...
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ژورنال
عنوان ژورنال: International Journal of Apllied Mathematics
سال: 2021
ISSN: 1311-1728,1314-8060
DOI: 10.12732/ijam.v34i3.6