Valuation of European options in the market with daily price limit (Q4541588)
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scientific article; zbMATH DE number 1771979
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of European options in the market with daily price limit |
scientific article; zbMATH DE number 1771979 |
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Valuation of European options in the market with daily price limit (English)
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5 September 2002
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Black-Scholes model
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financial mathematics
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option pricing
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