🌙

欢迎来到一个非布莱克-舒尔斯的世界

Welcome to a non-Black-Scholes world

Quantitative Finance · 2001
被引 0
人大 BABS 3

中文导读

文章引用期权市场和风险意识,挑战布莱克-舒尔斯模型只需微调的观点,认为它应被视为更一般理论的特例。

Abstract

Jean-Phillipe Bouchaud and Marc Potters, citing option markets and risk awareness, challenge the view that the Black-Scholes model needs little improvement - in fact, it should be seen as a special case of a more general theory.

金融经济学期权定价波动率数理经济学