Non-uniqueness of option prices (Q921793)

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Non-uniqueness of option prices
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    title
    Non-uniqueness of option prices (English)
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    author
    Hans U. Gerber
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    Elias S. W. Shiu
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    publication date
    1988
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    zbMATH DE Number
    4166434
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    zbMATH Keywords
    Black-Scholes theory
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    option pricing
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    binomial model
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    OpenAlex ID
    W2073653340
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