Option pricing when underlying stock returns are discontinuous
Year of publication: |
1999
|
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Authors: | Merton, Robert C. |
Published in: |
Options : classic approaches to pricing and modelling. - London : Risk Books, ISBN 1-899332-71-5. - 1999, p. 157-177
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Aktienoption | Stock option | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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