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Chapter 11: Change of Measure in Option Pricing
https://doi.org/10.1142/9789814678599_0011Cited by:0 (Source: Crossref)
Abstract:
The following sections are included:
Overview of the Pricing Formulae for European Options
Overview of the Pricing Formulae for American Options
Duality and Symmetry of the Semimartingale Models
Call-Put Duality in Option Pricing. Lévy Models
