Super-replicating bounds on European option prices when the underlying asset is illiquid
Year of publication: |
2001 ; [Elektronische Ressource]
|
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Other Persons: | Matos, João Amaro de (contributor) ; Antão, Paula (contributor) |
Published in: |
Economics bulletin : EB. - Champaign-Urbana, Ill. : Univ. of Illinois, ISSN 1545-2921, ZDB-ID 2041623-4. - 2001
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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