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20162026
most citedBounds for exit times of Brownian motion and the first Dirichlet eigenvalue for the Laplacian

6 citations · 7 across the 9 of their papers we have counts for

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q-fin.GN2018

A derivation of the Black-Scholes option pricing model using a central limit theorem argument

Rajeshwari Majumdar, Phanuel Mariano, Lowen Peng +1

The Black-Scholes model (sometimes known as the Black-Scholes-Merton model) gives a theoretical estimate for the price of European options. The price evolution under this model is…