Black–Scholes option pricing within Itô and Stratonovich conventions
Open Access
- 1 April 2000
- journal article
- research article
- Published by Elsevier in Physica A: Statistical Mechanics and its Applications
- Vol. 278 (1-2) , 260-274
- https://doi.org/10.1016/s0378-4371(99)00612-3
Abstract
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