Approximate methods for option pricing
As the important achievement of Mathematical Finance and the fundamental result of pricing theory, the Black & Scholes model and analysis have profound influence and have been studied by many people. However, some biases of BS fl formula can be observed in real financial markets. People attribut...
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University of Strathclyde
2008
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.501648 |