DOI: 10.1051/jp1:1995122
J. Phys. I France 5 (1995) 217-218

Comment on the Black-Scholes Pricing Problem

Lev V. Mikheev

NORDITA, Blegdamsvej 17, DK-2100, Copenhagen Ø, Denmark

(Received 31 August 1994, received in final form 4 October 1994, accepted 17 October 1994)

© Les Editions de Physique 1995