𝔖 Bobbio Scriptorium
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Information-time based futures pricing

✍ Scribed by Simon Yen; Jai Jen Wang


Book ID
108237019
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
563 KB
Volume
388
Category
Article
ISSN
0378-4371

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which follow diffusion processes are assumed and the instantaneous interest rate, r Cy,), and the spot price, Sot,) are determined. One of the state variables may be a spot price. lIf the option is American, it can be exercised on or before the expiration date. If the option is European, it can be e

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