Numéro
J. Phys. I France
Volume 5, Numéro 2, February 1995
Page(s) 217 - 218
DOI https://doi.org/10.1051/jp1:1995122
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)



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