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Quantitative Finance Volume 12, 2012 - Issue 9
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Two stock options at the races: Black–Scholes forecasts

G. Oshanin Physique Théorique de la Matière Condensée, Université Pierre et Marie Curie, Paris, France; Laboratory J.-V. Poncelet (UMI CNRS 2615), Independent University of Moscow, Moscow, Russia
&
G. Schehr Physique Théorique, Université de Paris-Sud, Paris, FranceCorrespondence[email protected]
Pages 1325-1333 | Received 15 Apr 2010, Accepted 23 May 2011, Published online: 21 Sep 2011
 
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Acknowledgements

G.O. acknowledges helpful discussions with Sid Redner and Julian Talbot. G.O. is partially supported by Agence Nationale de la Recherche (ANR) under grant ‘DYOPTRI – Dynamique et Optimisation des Processus de Transport Intermittents’.

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