Listar Revista de Matemáticas 14(1) por autor "Sukhomlin, Nikolay"
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The Black-Scholes type financial models and the arbitrage opportunities
Sukhomlin, Nikolay (2009-02-25)By using the conservation laws concept, we study certain financial models similar tothe Black–Scholes model. We show that without complement limitations such modelscan have two or more volatilities. This fact imposes several ...