Option pricing under the Merton model of the short rate (Q1037800): Difference between revisions
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Revision as of 01:59, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing under the Merton model of the short rate |
scientific article |
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Option pricing under the Merton model of the short rate (English)
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16 November 2009
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option pricing
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Merton short rate model
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Black-Scholes option model
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pricing biases
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