Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices
Year of publication: |
2000-02-10
|
---|---|
Authors: | Brigo, Damiano ; Mercurio, Fabio |
Published in: |
Finance and Stochastics. - Springer. - Vol. 4.2000, 2, p. 147-159
|
Publisher: |
Springer |
Subject: | Stock-price dynamics | Black and Scholes model | option pricing | discrete |
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