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| 1. | Extension of Black-Scholes Equation for Contingent Claims With Time Dependant Payoff Specifications
Publishing author: ALAVIAN Shahram
Co-author(s):
Working paper (2003) - English
Online since 2004.03.28 at 03:11:27 -
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Abstract | Download (.pdf - 117 KB) - Zip version (103 KB) |
| | 2. | An Analytical Expression for a Class of Parametric Payoff Functions
Publishing author: ALAVIAN Shahram
Co-author(s):
Working paper (2002) - English
Online since 2004.03.28 at 03:08:31 -
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Abstract | Download (.pdf - 208 KB) - Zip version (179 KB) |
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