Option pricing formulas under a change of numèraire (Q3298110)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing formulas under a change of numèraire |
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Option pricing formulas under a change of numèraire (English)
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21 July 2020
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Black-Scholes formula
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binomial model
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martingale measures
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numèraire
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