Pricing of index options under a minimal market model with log-normal scaling (Q4647289)
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scientific article; zbMATH DE number 7001626
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of index options under a minimal market model with log-normal scaling |
scientific article; zbMATH DE number 7001626 |
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Pricing of index options under a minimal market model with log-normal scaling (English)
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14 January 2019
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index options pricing
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growth optimal portfolio
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Black-Scholes prices
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