Exact Solutions of a Model for Asset Prices by K. Takaoka

Naoyuki Ishimura () and Toshi-hiko Sakaguchi ()

Asia-Pacific Financial Markets, 2004, vol. 11, issue 4, 445-451

Keywords: extension of the Black-Scholes model; partial differential equation; exact pricing formula (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1007/s10690-006-9022-9

Asia-Pacific Financial Markets is currently edited by Jiro Akahori

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