Publication detail

Qualitative Interpretation of Stochastic Black-Scholes Model

PUTNOVÁ, A.

Original Title

Qualitative Interpretation of Stochastic Black-Scholes Model

Type

presentation

Language

English

Original Abstract

Stochastic Balck-Scholes model is transferred into a set of qualitative relations to eliminate the basic problems generated by a fact that many of the above mentioned simplifications can be ignored on the qualitative level. A complete analysis of the qualitiative Balck - Scholes model is presented.

Keywords

Stochastic Black-Scholes Model, Qualitative Interpretetaiton

Authors

PUTNOVÁ, A.

Released

1. 6. 2007

Publisher

ASMDA

Location

Chania

Pages from

59

Pages to

59

Pages count

1

BibTex

@misc{BUT63803,
  author="Mirko {Dohnal} and Anna {Putnová} and Tomáš {Vícha}",
  title="Qualitative Interpretation of Stochastic Black-Scholes Model",
  year="2007",
  series="ASMDA 2007",
  edition="1.",
  pages="59--59",
  publisher="ASMDA",
  address="Chania",
  note="presentation"
}