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APPML
2006
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APPML 2006
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An alternative approach to solving the Black-Scholes equation with time-varying parameters
13 years 11 months ago
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www.carisma.brunel.ac.uk
In this note we provide a simple derivation of an explicit formula for the price of an option on a dividend-paying equity when the parameters in the Black
Marianito R. Rodrigo, Rogemar S. Mamon
claim paper
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