Approximating Option Prices under Large Changes of Underlying Asset Prices
Year of publication: |
[2021]
|
---|---|
Authors: | Jun, Jae-Yun ; Rakotondratsimba, Yves |
Publisher: |
[S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | CAPM | Black-Scholes-Modell | Black-Scholes model |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 22, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3790528 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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