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~institution:"Economics Department, Queen's University"
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS
Milne, Frank
;
Madan, Dilip
-
Economics Department, Queen's University
-
1994
this case is the Black-Scholes geometric Brownian motion model. Data on
S&P
500
options from the Wall Street Journal are …
Persistent link: https://www.econbiz.de/10005688445
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