Integrating delta : an intuitive single-integral approach to pricing European options on diverse stochastic processes
Year of publication: |
2006
|
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Authors: | Edwards, Craig Steven |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 92.2006, 1, p. 20-25
|
Subject: | Optionspreistheorie | Option pricing theory |
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