On the pricing of contingent claims under constraints (Q1814741)
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scientific article; zbMATH DE number 940684
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the pricing of contingent claims under constraints |
scientific article; zbMATH DE number 940684 |
Statements
On the pricing of contingent claims under constraints (English)
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31 October 1996
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European call options
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arbitrage-free interval
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Black-Scholes prices
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