The Black-Scholes legacy : closed-form option pricing models
Year of publication: |
2010
|
---|---|
Authors: | Câmara, António |
Published in: |
Financial derivatives : pricing and risk management. - Hoboken, NJ [u.a.] : Wiley, ISBN 978-0-470-49910-8. - 2010, p. 387-404
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory |
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