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Factor Models for Option Pricing

✍ Scribed by Peter Carr,Dilip B. Madan


Book ID
126355430
Publisher
Springer
Year
2011
Tongue
English
Weight
306 KB
Volume
19
Category
Article
ISSN
1573-6946

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πŸ“œ SIMILAR VOLUMES


Vinzenz Bronzin’s Option Pricing Models
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In 1908, Vinzenz Bronzin, A Professor Of Mathematics At The Accademia Di Commercio E Nautica In Trieste, Published A Booklet In German Entitled Theorie Der PrΓ€miengeschΓ€fte (theory Of Premium Contracts) Which Is An Old Type Of Option Contract. Almost Like Bachelier’s Now Famous Dissertation (1900),

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