Option pricing in the presence of natural boundaries and a quadratic diffusion term
Year of publication: |
1997
|
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Authors: | Rady, Sven |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 1.1997, 4, p. 331-344
|
Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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