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Robustness of the Black and Scholes Formula
Home
Publications
Robustness of the Black and Scholes Formula
Robustness of the Black and Scholes Formula
NK
Nicole El Karoui
Nicole El Karoui
MJ
Monique Jeanblanc‐Picquè
Monique Jeanblanc‐Picquè
Steven E. Shreve
Steven E. Shreve
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1 April 1998
journal article
Published by
Wiley
in
Mathematical Finance
Vol. 8
(2)
,
93-126
https://doi.org/10.1111/1467-9965.00047
Abstract
No abstract available
Keywords
OPTION PRICING
HEDGING STRATEGIES
STOCHASTIC VOLATILITY
Cited by 251 articles