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Option Pricing using BlackScholes - PowerPoint PPT Presentation

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Option Pricing using BlackScholes

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... we start by assuming a power utility function for the representative agent: ... d1. T. Std Dev. Weeks to Mat. Price Today. Strike Price. Comparing Option ... – PowerPoint PPT presentation

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Date added: 31 October 2009
Slides: 23
Added by: Username withheld or not provided
Learn more at: http://ricardo.ifas.ufl.edu
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