Is there an informationally passive benchmark for option pricing incorporating maturity? (Q3439869)
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scientific article; zbMATH DE number 5155213
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| default for all languages | No label defined |
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| English | Is there an informationally passive benchmark for option pricing incorporating maturity? |
scientific article; zbMATH DE number 5155213 |
Statements
Is there an informationally passive benchmark for option pricing incorporating maturity? (English)
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18 May 2007
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0.7129306793212891
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0.7054237723350525
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0.7047275304794312
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0.7045527696609497
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