Black–Scholes Model

IF 0.4 4区 经济学 Q4 BUSINESS, FINANCE Journal of Derivatives Pub Date : 2019-10-07 DOI:10.1002/9781119595663.ch16
Liuren Wu
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布莱克-斯科尔斯模型
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来源期刊
Journal of Derivatives
Journal of Derivatives Economics, Econometrics and Finance-Economics and Econometrics
CiteScore
1.30
自引率
14.30%
发文量
35
期刊介绍: The Journal of Derivatives (JOD) is the leading analytical journal on derivatives, providing detailed analyses of theoretical models and how they are used in practice. JOD gives you results-oriented analysis and provides full treatment of mathematical and statistical information on derivatives products and techniques. JOD includes articles about: •The latest valuation and hedging models for derivative instruments and securities •New tools and models for financial risk management •How to apply academic derivatives theory and research to real-world problems •Illustration and rigorous analysis of key innovations in derivative securities and derivative markets
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