Two-State Option Pricing
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 34 (1979)
Issue (Month): 5 (December)
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- Ostermark, Ralf, 1998. "Call option pricing and replication under economic friction," European Journal of Operational Research, Elsevier, vol. 108(1), pages 184-195, July.
- K. Sandmann & Reimer, M., 1995. "A Discrete Time Approach for European and American Barrier Options," Discussion Paper Serie B 272, University of Bonn, Germany.
- Jan Vlachý, 2009. "Solving the Capacity Optimization Problem under Demand Uncertainty," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 12(34), pages 97-116, (4).
- Bjork, Tomas, 2009. "Arbitrage Theory in Continuous Time," OUP Catalogue, Oxford University Press, edition 3, number 9780199574742.
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