The Statistical Properties of the Black–Scholes Option Price (Q4354433)
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scientific article; zbMATH DE number 1061366
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Statistical Properties of the Black–Scholes Option Price |
scientific article; zbMATH DE number 1061366 |
Statements
The Statistical Properties of the Black–Scholes Option Price (English)
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18 September 1997
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put-call parity
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estimated option price
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smile effects
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Black-Scholes option price
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