On the Use of Numeraires in Option Pricing

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On the Use of Numeraires in Option Pricing

Benninga, Simon, Bjork, Tomas, Wiener, Zvi
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Year:
2002
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.297056
File:
PDF, 262 KB
english, 2002
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