On nonexistence of non-constant volatility in the Black-Scholes formula

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	829 - 834
Number of pages	6
Journal	Discrete and Continuous Dynamical Systems - Series B
Volume	6
Issue number	4
Publication status	Published - 2006

Cite this

@article{29502602d938463597ba679145dacdbf,

title = "On nonexistence of non-constant volatility in the Black-Scholes formula",

author = "Kais Hamza and Klebaner, {Fima C}",

year = "2006",

language = "English",

volume = "6",

pages = "829 -- 834",

journal = "Discrete and Continuous Dynamical Systems - Series B",

issn = "1531-3492",

publisher = "American Institute of Mathematical Sciences (AIMS)",

number = "4",

}