Abstract
In the previous chapters we presented several pricing and hedging problems both in a discrete- and in a continuous-time setting. The basic model assumed in the first case was the binomial model, while for the continuous-time case the Black-Scholes model was assumed to be the framework, and in this last case the dynamics of the risky assets was described by a geometric Brownian motion.
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© 2013 Springer International Publishing Switzerland
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Gianin, E.R., Sgarra, C. (2013). Pricing Models beyond Black-Scholes. In: Mathematical Finance: Theory Review and Exercises. UNITEXT(), vol 70. Springer, Cham. https://doi.org/10.1007/978-3-319-01357-2_11
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DOI: https://doi.org/10.1007/978-3-319-01357-2_11
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-01356-5
Online ISBN: 978-3-319-01357-2
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