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Keyword [European call options]
Result: 1 - 4 | Page: 1 of 1
1.
An Actuarial Approach To Some Kinds Of Pricing Option Under Vasicek Interest Rates Model
2.
The Mathematical Theory Of The Price Density Function Of European Call Options
3.
Stochastic modeling of financial derivatives
4.
Jump diffusion processes: Discrete -time option replication and pricing European call options in the presence of transaction costs
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