𝔖 Bobbio Scriptorium
✦   LIBER   ✦

An `-Brownian motion' and the existence of stochastic option prices

✍ Scribed by Emmanuel Haven


Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
166 KB
Volume
344
Category
Article
ISSN
0378-4371

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Options of futures: Pricing and the effe
✍ Avner Wolf πŸ“‚ Article πŸ“… 1984 πŸ› John Wiley and Sons 🌐 English βš– 938 KB

Pricing and the Effect of an ## Anticipated Price Change Avner Wolf is article commodity examines theoretical aspects of Black's (1976) pricing formula of r options and the effect on the option's premium of an anticipated future drift in the futures price. In the first part, we derive the formula