The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes

Jean-Philippe Bouchaud, Didier Sornette

Open source

DOI: 10.1051/jp1:1994233
Published: 1994-06
Container: Journal de Physique I
Publisher: EDP Sciences
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1051/jp1:1994233,
  title = {The Black-Scholes option pricing problem in mathematical 
finance: generalization and extensions for a large class
of stochastic processes},
  author = {Jean-Philippe Bouchaud and Didier Sornette},
  year = {1994},
  journal = {Journal de Physique I},
  doi = {10.1051/jp1:1994233},
  url = {https://doi.org/10.1051/jp1:1994233}
}

RIS

TY  - JOUR
TI  - The Black-Scholes option pricing problem in mathematical 
finance: generalization and extensions for a large class
of stochastic processes
AU  - Jean-Philippe Bouchaud
AU  - Didier Sornette
PY  - 1994
JO  - Journal de Physique I
DO  - 10.1051/jp1:1994233
UR  - https://doi.org/10.1051/jp1:1994233
ER  -

APA

Bouchaud, J., & Sornette, D. (1994). The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes. Journal de Physique I. https://doi.org/10.1051/jp1:1994233

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crossref · retrieved 2026-11-04T09:36:34.890Z