Option Valuation As an Expectation in The Complex Domain: The Black-Scholes Case
Year of publication: |
2005
|
---|---|
Authors: | Albiol, Hortensia Fontanals ; Lacayo, Ramon |
Institutions: | Facultat d'Economia i Empresa, Universitat de Barcelona |
Subject: | european call | fourier transform | generalized function | laplace transform | error function |
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