Applications of Option-Pricing Theory: Twenty-Five Years Later
AbstractNobel Lecture to the memory of Alfred Nobel, December 9, 1997.
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Bibliographic InfoPaper provided by Nobel Prize Committee in its series Nobel Prize in Economics documents with number 1997-1.
Length: 34 pages
Date of creation: 09 Dec 1997
Date of revision:
Note: From Nobel Lectures, Economics 1996-2000, Editor Torsten Persson, World Scientific Publishing Co., Singapore, 2003
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Other versions of this item:
- Merton, Robert C, 1998. "Applications of Option-Pricing Theory: Twenty-Five Years Later," American Economic Review, American Economic Association, vol. 88(3), pages 323-49, June.
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Xiaozhong Liang, 2005. "The Behavior of Banks under the Deposit Insurance and Capital Requirements," Computing in Economics and Finance 2005 407, Society for Computational Economics.
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