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Where To Get State Price Probabilities?
https://doi.org/10.1142/9789812386489_0012Cited by:0 (Source: Crossref)
Abstract:
The following sections are included:
Implementation
Generating the Possible Future States
Now the State Price Probabilities
Pricing Call Options: The MCI Example Again
The Relationship Between State Price Probabilities and True Probabilities
Problems
