Price Adjustment Time and the Black-Scholes Option Pricing Model: Discussion and New Results
No 149, Computing in Economics and Finance 2002 from Society for Computational Economics
Keywords: option; pricing (search for similar items in EconPapers)
JEL-codes: G13 (search for similar items in EconPapers)
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Persistent link: http://EconPapers.repec.org/RePEc:sce:scecf2:149
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