The Role of the Volatility in the Option Market
We review some general aspects about the Black–Scholes equation, which is used for predicting the fair price of an option inside the stock market. Our analysis includes the symmetry properties of the equation and its solutions. We use the Hamiltonian formulation for this purpose. Taking into account...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI AG
2023-12-01
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| coleção: | AppliedMath |
| Assuntos: | |
| Acesso em linha: | https://www.mdpi.com/2673-9909/3/4/47 |
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