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

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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

Harvard

Vovk, V 2000, Black-Scholes formula without stochastic assumptions. in Models for Credit Risk. UNICOM Seminars, London, pp. 149-154.

APA

Vovk, V. (2000). Black-Scholes formula without stochastic assumptions. In Models for Credit Risk (pp. 149-154). UNICOM Seminars.

Vancouver

Vovk V. Black-Scholes formula without stochastic assumptions. In Models for Credit Risk. London: UNICOM Seminars. 2000. p. 149-154

Author

Vovk, Vladimir. / Black-Scholes formula without stochastic assumptions. Models for Credit Risk. London : UNICOM Seminars, 2000. pp. 149-154

BibTeX

@inproceedings{ef5bbfe77eeb47a0b6399de4c0b1b04f,
title = "Black-Scholes formula without stochastic assumptions",
author = "Vladimir Vovk",
year = "2000",
month = may,
language = "English",
pages = "149--154",
booktitle = "Models for Credit Risk",
publisher = "UNICOM Seminars",

}

RIS

TY - GEN

T1 - Black-Scholes formula without stochastic assumptions

AU - Vovk, Vladimir

PY - 2000/5

Y1 - 2000/5

M3 - Conference contribution

SP - 149

EP - 154

BT - Models for Credit Risk

PB - UNICOM Seminars

CY - London

ER -