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European pricing. Given a standard Black-Scholes model. Fix the time of maturity T and consider the following European type of options whose payoff is K
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An Introduction to Derivative Securities Financial Markets and Risk Management
Authors: Robert A. Jarrow, Arkadev Chatterjee
1st edition
978-0393912937, 393912930, 393913074, 978-0393920949, 393920941, 978-0393913071
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