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Alternatives to the Black Scholes type option formula.

A large number of alternative formulations to the Black Scholes analysis has been proposed. Very few of them have seen any widespread use, but we will look at some of these alternatives.



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Next: Merton's Jump diffusion model. Up: Financial Numerical Recipes. Previous: Improving the estimates, control   Contents   Index
Bernt Arne Odegaard
1999-09-09