The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes

Jean-Philippe Bouchaud and Didier Sornette
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Jean-Philippe Bouchaud: Science & Finance, Capital Fund Management
Didier Sornette: UCLA

No 500040, Science & Finance (CFM) working paper archive from Science & Finance, Capital Fund Management

JEL-codes: G10 (search for similar items in EconPapers)
Date: 1994-01
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Published in Journal de Physique I France 4, 863, (1994)

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Persistent link: http://EconPapers.repec.org/RePEc:sfi:sfiwpa:500040

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