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A refinement of the Black-Scholes formula of pricing options

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Publication:1407334
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DOI10.1023/A:1014542217599zbMath1057.91044OpenAlexW1526900026MaRDI QIDQ1407334

N. N. Trenev

Publication date: 16 September 2003

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1014542217599


zbMATH Keywords

exact formula for pricing options


Mathematics Subject Classification ID


Related Items (2)

On theoretical pricing of options with fuzzy estimators ⋮ Option valuation model with adaptive fuzzy numbers







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