Pricing of Contingent Claims from Discrete to Continuous Time Models: On the Robustness of the Black and Scholes Formula.
Year of publication: |
1995
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Authors: | Prigent, J.L. |
Institutions: | Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. |
Subject: | MATHEMATICS | INTERNATIONAL FINANCE | FINANCIAL MARKET |
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