An actuarial approach to option pricing under the physical...

An actuarial approach to option pricing under the physical measure and without market assumptions

Mogens Bladt, Tina Hviid Rydberg
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Volume:
22
Year:
1998
Language:
english
Pages:
9
DOI:
10.1016/s0167-6687(98)00013-4
File:
PDF, 483 KB
english, 1998
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