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Financial system / Risk-neutral measure / Option style / Put–call parity / Forward contract / Rainbow option / Futures contract / Call option / Put option / Options / Financial economics / Finance


Document Date: 2004-10-23 13:47:44

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File Size: 280,54 KB

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Facility

National Chung Cheng University / /

IndustryTerm

explicit solutions / /

Organization

Tai-Ho Wang Department of Mathematics / National Chung Cheng University / /

Person

Andrew Lo / PETER LAURENCE / Tai-Ho Wang / Robert Merton / Peter Laurence Dipartimento di Matematica / /

Position

e−rT / rT / factor e−rT / Ke−rT / /

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