Black-Scholes formula without stochastic assumptions. / Vovk, Vladimir.

Models for Credit Risk. London : UNICOM Seminars, 2000. p. 149-154.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Published
Original languageEnglish
Title of host publicationModels for Credit Risk
Place of PublicationLondon
PublisherUNICOM Seminars
Pages149-154
Number of pages6
Publication statusPublished - May 2000

ID: 1349080