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- W2483501515 abstract "AbstractThe following sections are included:EQUILIBRIUM AND ARBITRAGEBASIC OPTION TERMINOLOGYTHE BLACK-SCHOLES OPTION PRICING MODELPRICING OPTIONS USING THE ARBITRAGE-FREE ARGUMENTSOLVING PARTIAL DIFFERENTIAL EQUATIONSRISK-NEUTRAL VALUATION RELATIONSHIPMONTE CARLO SIMULATIONSLATTICE- AND TREE-BASED METHODMETHOD USED IN THIS BOOKQUESTIONS AND EXERCISES" @default.
- W2483501515 created "2016-08-23" @default.
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- W2483501515 date "1998-06-01" @default.
- W2483501515 modified "2023-09-27" @default.
- W2483501515 title "OPTION PRICING METHODOLOGY" @default.
- W2483501515 doi "https://doi.org/10.1142/9789812384966_0002" @default.
- W2483501515 hasPublicationYear "1998" @default.
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