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Browsing Mathematics by Author "2ea0362f-c63e-460d-bdbb-6401ff171bb7"
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Arziyev, Sukhrat
(Nazarbayev University School of Sciences and Humanities, 2020-04-30)
The theory of option pricing made a dramatic step forward when Black and Scholes
published a centennial paper with a solution for the prices of European call and put
options. However, their solution only deals with the ...