HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES? WALTER SCHACHERMAYER AND JOSEF TEICHMANN

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Date: 2005-01-11 13:31:01 Options Investment Stochastic processes Equations Black–Scholes Normal distribution Implied volatility Hull–White model Volatility Financial economics Mathematical finance Finance		HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES? WALTER SCHACHERMAYER AND JOSEF TEICHMANN Add to Reading List Source URL: www.mat.univie.ac.at Download Document from Source Website File Size: 317,10 KB Share Document on Facebook

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