Option pricing under the Merton model of the short rate (Q1037800)
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scientific article; zbMATH DE number 5633812
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing under the Merton model of the short rate |
scientific article; zbMATH DE number 5633812 |
Statements
Option pricing under the Merton model of the short rate (English)
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16 November 2009
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option pricing
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Merton short rate model
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Black-Scholes option model
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pricing biases
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0.9159902
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0.8917797
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0.8849288
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0.88406104
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0.8822668
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0.8771082
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0.8735562
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