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An Effect of Price Changes in the Harrod-Domar Model

โœ Scribed by Yoichi Shinkai


Book ID
124304441
Publisher
MIT Press
Year
1963
Tongue
English
Weight
301 KB
Volume
77
Category
Article
ISSN
0033-5533

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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