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Black-scholes approximation of complex option values : the cases of European compound call options and equity warrants

By Alain Bensoussan, Michel Crouhy, Dan Galai and 78 - Jouy-en-Josas (France). Groupe HEC Chambre de Commerce et d'Industrie de Paris

Abstract

SIGLEAvailable at INIST (FR), Document Supply Service, under shelf-number : DO 1637 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc

Topics: 05X - Internal and EU commerce, domestic marketing, consumer affairs, 05Z - Banking, finance, taxation, 12C - Applied mathematics
Year: 1992
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Provided by: OpenGrey Repository
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