On the pricing of options under limited information
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KeywordsBlack-Scholes; Option pricing; Limited information;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
- E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-01-02 (All new papers)
- NEP-CFN-2005-01-02 (Corporate Finance)
- NEP-FIN-2005-01-02 (Finance)
- NEP-RMG-2005-01-02 (Risk Management)
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