A Game Theory Analysis of Options Contributions to the Theory of Financial Intermediation in Continuous Time / by Alexandre Ziegler.

Modem option pricing theory was developed in the late sixties and early seventies by F. Black, R. C. Merton and M. Scholes as an analytical tool for pricing and hedging option contracts and over-the-counter warrants. However, already in the seminal paper by Black and Scholes, the applicability of th...

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Bibliographic Details
Main Author: Ziegler, Alexandre (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1999.
Edition:1st ed. 1999.
Series:Lecture Notes in Economics and Mathematical Systems, 468
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