2.17. Using a self-financing portfolio and assuming the interest rate on bonds is the constant r, rederive
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2.17. Using a self-financing portfolio and assuming the interest rate on bonds is the constant r, rederive the Black–Scholes equation (2.6) from (2.9).
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Related Book For
Elementary Calculus Of Financial Mathematics
ISBN: 978-0898716672
1st Edition
Authors: A. J. Roberts Edition
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