The BlackỚ<U+001c>Scholes Model /
The BlackỚ<U+001c>Scholes option pricing model is the first and by far the best-known continuous-time mathematical model used in mathematical finance. Here, it provides a sufficiently complex, yet tractable, testbed for exploring the basic methodology of option pricing. The discussion of ext...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Cambridge :
Cambridge University Press,
2012.
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| Series: | Mastering Mathematical Finance.
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| Online Access: | View fulltext via EzAccess |