Final price conservation law in the Black Scholes mode
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References listed on IDEAS
- Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
- Alberto Carrasquilla, 1990. "¿Es inestable la demanda por dinero en Colombia?," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, June.
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KeywordsBlack Scholes Model; Black Scholes “Classic” Solution; auxiliary Characteristic “Psi”; Conservation Laws.;
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