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 a European call option using the binomial model | using the Black-Scholes equation for a continuous-time value of an option | assets prices and European call options |
Exam 1999
Exam and solutions in LaTex
| Added By: |
Mathbank
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| Date Added: | 22 Apr 2009 11:42 |
| Tags: | Exam Answer, Exam Question, Financial Mathematics, assets prices European call options, Black-Scholes equation, mathbank, European call option binomial model, Binomial Distribution |
| Viewing permissions: | World |
| Link: | http://edshare.soton.ac.uk/id/eprint/2039 |
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