Options, Futures, and other Derivatives

Hull, J. (2009). Options, Futures, and other Derivatives.

Type

Unclassified

Intellectual base

Unclassified

Year

2009

Link

no authoritative link yet

Cited by

1 citation across 1 artifact.

Domain-specific

• Geometric Brownian motion
  • … drift and volatility parameters, Itô convention, SDE and strong solution, lognormal distribution, moments, time horizon, measure, calibration assumptions and boundary behavior are explicit. to An applied instance preserves the same invariant under a changed scale, notation, jurisdiction, dataset, or implementation..

Verification

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Registry ID ref:a0a6f760b44b · see in the full table