## Abstract This study derives a simple square root option pricing model using a general equilibrium approach in an economy where the representative agent has a generalized logarithmic utility function. Our option pricing formulae, like the BlackโScholes model, do not depend on the preference param
โฆ LIBER โฆ
The price of gold : A simple model
โ Scribed by Thomas D. Kaufmann; Richard A. Winters
- Publisher
- Elsevier Science
- Year
- 1989
- Tongue
- English
- Weight
- 393 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0301-4207
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