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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 pdf
Exercises and solutions in PDF
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Mathbank
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| Date Added: | 22 Apr 2009 12:15 |
| Tags: | Exercise, Exam Answer, assets prices European call options, Black-Scholes equation, Binomial Distribution, Exam Question, Financial Mathematics, mathbank, European call option binomial model |
| Viewing permissions: | World |
| Link: | http://edshare.soton.ac.uk/id/eprint/2255 |
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