Recently there has been some interest in the valuation of derivative securities for which the payoff depends on the amount of time during the life of the contract that some underlying variable, such as an asset price or an interest rate, lies within a specified range.
An edition of Advances in Futures and Options Research
(1981)
Advances in Futures and Options Research
The Black-Scholes Model Vol 8 (Advances in Futures and Options Research)
by Peter Ritchken
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Futures, Options (finance)Showing 1 featured edition. View all 1 editions?
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Advances in Futures and Options Research: The Black-Scholes Model Vol 8 (Advances in Futures and Options Research)
October 6, 1981, Elsevier Limited
Hardcover
in English
1559388528 9781559388528
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"Recently there has been some interest in the valuation of derivative securities for which the payoff depends on the amount of time during the life of the contract that some underlying variable, such as an asset price or an interest rate, lies within a specified range."
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| January 30, 2024 | Edited by ImportBot | import existing book |
| April 28, 2010 | Edited by Open Library Bot | Linked existing covers to the work. |
| February 7, 2010 | Edited by WorkBot | add more information to works |
| December 10, 2009 | Created by WorkBot | add works page |