A note on the joint distribution of a, ß-percentiles and its application to the option pricing
Year of publication: |
2000
|
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Authors: | Fujita, Takahiko |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 7.2000, 4, p. 339-344
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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