Detail výsledku

Qualitative Interpretation of Stochastic Black-Scholes Model

PUTNOVÁ, A. Qualitative Interpretation of Stochastic Black-Scholes Model. ASMDA 2007. Chania: ASMDA, 2007. p. 59-59.
Typ
audiovizuální tvorba
Jazyk
angličtina
Autoři
Dohnal Mirko, prof. Ing., DrSc., FSI (FSI), UETE (FEKT), ÚE (FP)
Putnová Anna, doc. RNDr., Ph.D., MBA, ÚE (FP), ÚM (FP)
Vícha Tomáš, Ing., Ph.D., FP (FP), ÚE (FP)
Abstrakt

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.

Klíčová slova

Stochastic Black-Scholes Model, Qualitative Interpretetaiton

Rok
2007
Strany
59–59
Řada
ASMDA 2007
Vydání
1.
Konference
XIIth Applied Stochastic Models and data Analysis International Conference
Vydavatel
ASMDA
Místo
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"
}
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