Prices of state-contingent claims implicit in option prices
Year of publication: |
1999
|
---|---|
Authors: | Breeden, Douglas T. ; Litzenberger, Robert H. |
Published in: |
Options : classic approaches to pricing and modelling. - London : Risk Books, ISBN 1-899332-71-5. - 1999, p. 249-279
|
Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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