Discrete time linear-quadratic pricing of bonds and options
Year of publication: |
2011
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Authors: | Realdon, Marco |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 21.2011, 7/9, p. 463-467
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Subject: | Anleihe | Bond | Finanzanalyse | Financial analysis | Aktienoption | Stock option | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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