On the Use of Numeraires in Option pricing
Year of publication: |
2002-01-03
|
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Authors: | Benninga, Simon ; Björk, Tomas ; Wiener, Zvi |
Institutions: | Economics Institute for Research (SIR), Handelshögskolan i Stockholm |
Subject: | Numeraire | option | convertible bond |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | submitted Published in Journal of Derivatives, 2002, pages 43-58. The text is part of a series SSE/EFI Working Paper Series in Economics and Finance Number 484 25 pages |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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On the use of numeraires in option pricing
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On the use of numeraires in option pricing
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On the use of numeraires in option pricing
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