Communications of the Japan Association of Real Options and Strategy
Online ISSN : 2189-6585
ISSN-L : 2189-6585
Eight Puzzles about Black and Scholes Model
How many can you answer?
Soichiro Moridaira
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Keywords: Black and Scholes model, option price, risk neutral valuation, CAPM, binary option, risk aversion index, expectation, incomplete market, beta, synthesis
RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

2018 Volume 10 Issue 2 Pages 44-54

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