In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility. The
β¦ LIBER β¦
Martingale Methods in Financial Decision-Making
β Scribed by A. G. Malliaris
- Book ID
- 124939236
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1981
- Tongue
- English
- Weight
- 843 KB
- Volume
- 23
- Category
- Article
- ISSN
- 0036-1445
- DOI
- 10.2307/2029649
No coin nor oath required. For personal study only.
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