An extended set of risk neutral valuation relationships for the pricing of contingent claims
Year of publication: |
1999
|
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Authors: | Câmara, António |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 3.1999, 1, p. 67-83
|
Subject: | Optionspreistheorie | Option pricing theory | Nutzenfunktion | Utility function | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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