First-order calculus and option pricing
Year of publication: |
2014
|
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Authors: | Carr, Peter |
Published in: |
Journal of financial engineering. - Hackensack, NJ : World Scientific, ISSN 2345-7686, ZDB-ID 2813048-0. - Vol. 1.2014, 1, p. 1-19
|
Subject: | First-order stochastic calculus | option pricing theory | barrier options | static hedging | Experiment | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Hedging | Stochastischer Prozess | Stochastic process | Derivat | Derivative | Black-Scholes-Modell | Black-Scholes model |
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