No more replicating portfolios : a simple convex combination to understand the risk-neutral valuation method for the multi-step binomial valuation of a call option
Year of publication: |
2010
|
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Authors: | Mercken, Roger ; Motmans, Lisette ; Houben, Ghislain |
Published in: |
EuroEconomica. - GalaĊ£i, ISSN 1582-8859, ZDB-ID 2543173-0. - 2010, 1, p. 63-70
|
Subject: | Derivat | Derivative | Risiko | Risk | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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