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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
Released
1. 6. 2007
Publisher
ASMDA
Location
Chania
Pages from
59
Pages to
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" }