A generalized model for pricing financial derivatives consistent with efficient markets hypothesis : a refinement of the black-scholes model
Year of publication: |
2023
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Authors: | Lindgren, Jussi |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 11.2023, 2, Art.-No. 24, p. 1-5
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Subject: | options pricing | financial derivatives | efficient market hypothesis | martingale | Feynman-Kac | Black-Scholes | Derivat | Derivative | Effizienzmarkthypothese | Efficient market hypothesis | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Martingal | Martingale |
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