Ono, Sadayuki (contributor) - 2007
Time Warner Inc. The ticker also
changed to TWX.
9
identical. Since a European option formula is only derived in this …, eight cents
per share on January 27th, 2003, which was in the sample period. To employ a European
option formula for pricing … the physical
probability measure. The next section will derive a European option pricing formula under
this SVV model and …