Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models
| Year of publication: |
2011
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|---|---|
| Authors: | Kristensen, Dennis ; Mele, Antonio |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 102.2011, 2, p. 390-416
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