Robustness of the Black and Scholes formula

Mathematical Finance

Volumn 8, Issue 2, 1998, Pages 93-126

  El Karoui, Nicole ^b   Jeanblanc Picqué, Monique ^b   Shreve, Steven E ^a  

^a CARNEGIE MELLON UNIVERSITY   (United States)

^b NONE

Author keywords

Hedging strategies; Option pricing; Stochastic volatility

Indexed keywords

EID: 0032370696     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9965.00047     Document Type: Article

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