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On the Applicability of the Black-Scholes Model to the Inverse Quantity of Price


Pre-University Paper, 2020

7 Pages

Anonymous


Abstract or Introduction

The aim of this article is to prove the applicability of the Black-Scholes model to the inverse quantity of price, which is the generalization of the applicability of the model to foreign currency. This issue can be formulated as the discussion whether there exists the set of real numbers as the drift and the volatility about the inverse quantity satisfying a certain system of stochastic differential equations. Solving the equations in terms of such real numbers reveals not only the existence but also that the expression is uniquely determined and has a very beautiful symmetry.

Details

Title
On the Applicability of the Black-Scholes Model to the Inverse Quantity of Price
Year
2020
Pages
7
Catalog Number
V917007
ISBN (eBook)
9783346237422
Language
English
Notes
Rejected by Open Journal of Mathematical Analysis. The peer-reviewer told me that the result of argument is mathematically correct but too rudimentary and common sense among researchers.
Keywords
applicability, black-scholes, model, inverse, quantity, price
Quote paper
Anonymous, 2020, On the Applicability of the Black-Scholes Model to the Inverse Quantity of Price, Munich, GRIN Verlag, https://www.grin.com/document/917007

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