PUT OPTION PRICES AS JOINT DISTRIBUTION FUNCTIONS IN STRIKE AND MATURITY: THE BLACK–SCHOLES CASE (Q3400129)
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scientific article; zbMATH DE number 5666266
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| English | PUT OPTION PRICES AS JOINT DISTRIBUTION FUNCTIONS IN STRIKE AND MATURITY: THE BLACK–SCHOLES CASE |
scientific article; zbMATH DE number 5666266 |
Statements
PUT OPTION PRICES AS JOINT DISTRIBUTION FUNCTIONS IN STRIKE AND MATURITY: THE BLACK–SCHOLES CASE (English)
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5 February 2010
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first and last passage times
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pseudo-inverse
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local time-space calculus
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Black-Scholes set up
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0.8753369
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0.8682331
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0.86681044
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0.8608937
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0.8567502
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0.8555291
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0.85415334
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