Optimal option pricing and trading: a new theory
We introduce a new utility-based approach to pricing European and American options. In so doing, we overcome some of the limitations of the existing models.
|Date of creation:||14 Dec 2009|
|Date of revision:|
|Contact details of provider:|| Postal: Ludwigstraße 33, D-80539 Munich, Germany|
Web page: https://mpra.ub.uni-muenchen.de
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