๐”– Bobbio Scriptorium
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Anticipation of future interaction and the bystander effect

โœ Scribed by Jody Gottlieb; Charles S Carver


Book ID
115968258
Publisher
Elsevier Science
Year
1980
Tongue
English
Weight
662 KB
Volume
16
Category
Article
ISSN
0022-1031

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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