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dc.contributor | Universitat de Barcelona |
---|---|
dc.contributor.author | Perelló, Josep, 1974- |
dc.contributor.author | Porrà i Rovira, Josep Maria |
dc.contributor.author | Montero Torralbo, Miquel |
dc.contributor.author | Masoliver, Jaume, 1951- |
dc.date | 2018-01-25T10:35:34Z |
dc.date | 2018-01-25T10:35:34Z |
dc.date | 2000-04-01 |
dc.date | 2018-01-25T10:35:34Z |
dc.identifier.citation | 0378-4371 |
dc.identifier.citation | 152722 |
dc.identifier.uri | http://hdl.handle.net/2445/119285 |
dc.format | 15 p. |
dc.format | application/pdf |
dc.language.iso | eng |
dc.publisher | Elsevier B.V. |
dc.relation | Versió postprint del document publicat a: https://doi.org/10.1016/S0378-4371(99)00612-3 |
dc.relation | Physica A, 2000, vol. 278, num. 1-2, p. 260-274 |
dc.relation | https://doi.org/10.1016/S0378-4371(99)00612-3 |
dc.rights | (c) Elsevier B.V., 2000 |
dc.rights | info:eu-repo/semantics/openAccess |
dc.subject | Matemàtica financera |
dc.subject | Processos estocàstics |
dc.subject | Business mathematics |
dc.subject | Stochastic processes |
dc.title | Black-Scholes option pricing within Itô and Stratonovich conventions |
dc.type | info:eu-repo/semantics/article |
dc.type | info:eu-repo/semantics/acceptedVersion |
dc.description.abstract |