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Qualitative Interpretation of Stochastic Black-Scholes Model

PUTNOVÁ, A. Qualitative Interpretation of Stochastic Black-Scholes Model. ASMDA 2007. Chania: ASMDA, 2007. p. 59-59.
Type
audiovisual work
Language
English
Authors
Dohnal Mirko, prof. Ing., DrSc., FME (FME), UETE (FEEC), ÚE (FBM)
Putnová Anna, doc. RNDr., Ph.D., MBA, ÚE (FBM), ÚM (FBM)
Vícha Tomáš, Ing., Ph.D., FBM (FBM), ÚE (FBM)
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

Published
2007
Pages
59–59
Series
ASMDA 2007
Edition
1.
Conference
XIIth Applied Stochastic Models and data Analysis International Conference
Publisher
ASMDA
Place
Chania
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="Audiovisual work"
}
Departments
Ústav ekonomiky (ÚE)
Ústav managementu (ÚM)
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