Welcome to a non-Black-Scholes world

J-P. Bouchaud and M. Potters

Quantitative Finance, 2001, vol. 1, issue 5, 482-483

Abstract: Jean-Phillipe Bouchaud and Marc Potters, citing option markets and risk awareness, challenge the view that the Black-Scholes model needs little improvement - in fact, it should be seen as a special case of a more general theory.

Date: 2001
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DOI: 10.1080/713665871

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