Valuation and Parities for Exchange Options (Q5250041)
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scientific article; zbMATH DE number 6435984
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation and Parities for Exchange Options |
scientific article; zbMATH DE number 6435984 |
Statements
Valuation and Parities for Exchange Options (English)
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15 May 2015
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exchange options
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parities
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change of numéraire
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