Bachelier and Black-Scholes

Freddy Delbaen () and Walter Schachermayer ()
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Freddy Delbaen: ETH Zürich
Walter Schachermayer: Technische Universität Wien

Chapter 4 in The Mathematics of Arbitrage, 2006, pp 57-69 from Springer

Abstract: In this chapter we illustrate the theory developed in the previous chapters by analyzing the most basic examples in continuous time. They still play an important role in practice.

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprfcp:978-3-540-31299-4_4

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DOI: 10.1007/978-3-540-31299-4_4

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