Two-Dimensional Risk-Neutral Valuation Relationships forthe Pricing of Options.
Year of publication: |
2005-07-25
|
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Authors: | Franke, Günter ; Huang, James ; Stapleton, Richard C. |
Institutions: | Manchester Business School |
Subject: | Wahrscheinlichkeitsverteilung | Optionspreis | option pricing | Black-Scholes-Modell |
Extent: | 276480 bytes 31 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Financial theory ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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