THE INTERSECTION BETWEEN EUROPEAN PUT PRICE AND ITS PAYOFF FUNCTION (Q2842535)

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THE INTERSECTION BETWEEN EUROPEAN PUT PRICE AND ITS PAYOFF FUNCTION
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    THE INTERSECTION BETWEEN EUROPEAN PUT PRICE AND ITS PAYOFF FUNCTION (English)
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    15 August 2013
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    European put
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    payoff function
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    Black-Scholes formula
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    asymptotic expansion
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