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An introductory analysis of the theory of probability option pricing
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1993 (English)Other (Other academic)
Abstract [en]

The increased attention being devoted to the formal models of market equilibrium with taxes, does suggest that the Modigliani-Miller perfect world models have become assimilated. Like their counterparts in physics, they have served to define the boundary limits within which acceptable solutions are constrained to lie. So far finance theory is the branch of economics which has made most progress on optimal behaviour in dynamic models with uncertainty.

Abstract [sv]


Place, publisher, year, edition, pages
Keyword [en]
capital markets, finance, options, pricing models
National Category
Business Administration
URN: urn:nbn:se:bth-9322Local ID: diva2:837124
Available from: 2012-09-18 Created: 2007-01-23 Last updated: 2015-06-30Bibliographically approved

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ReferencesLink to record
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