Mathematical finance. 2008;18(1):155-170. doi: 10.1111/j.1467-9965.2007.00326.x Q22.42025

HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK–MERTON–SCHOLES?

DOI: 10.1111/j.1467-9965.2007.00326.x

摘要

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