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

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Listed author(s):
  • Naoyuki Ishimura

    ()

  • Toshi-hiko Sakaguchi

    ()

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    Abstract

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    File URL: http://hdl.handle.net/10.1007/s10690-006-9022-9
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    Article provided by Springer & Japanese Association of Financial Economics and Engineering in its journal Asia-Pacific Financial Markets.

    Volume (Year): 11 (2004)
    Issue (Month): 4 (December)
    Pages: 445-451

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    Handle: RePEc:kap:apfinm:v:11:y:2004:i:4:p:445-451
    DOI: 10.1007/s10690-006-9022-9
    Contact details of provider: Web page: http://www.springer.com

    Web page: http://www.jafee.gr.jp/

    Order Information: Web: http://www.springer.com/finance/journal/10690/PS2

    Keywords: extension of the Black-Scholes model; partial differential equation; exact pricing formula;

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    1. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
    2. Protter, Philip, 2001. "A partial introduction to financial asset pricing theory," Stochastic Processes and their Applications, Elsevier, vol. 91(2), pages 169-203, February.
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