Does anybody have the Bachelier model call option pricing formula for $r > 0$?
All the references I've read assume $r = 0$. I don't speak French, so I can't read Bachelier's original paper.
Subscribe to:
Post Comments (Atom)
-
In microsoft word, for paragraph formatting, you have this option: "Don't add space between paragraphs of the same style" Is t...
-
I use a form maybe 100 times a day. I can tab between the fields with no problem but most of the time I don't have to fill out the entir...
-
I'm trying to create a sort sort of semitransparent blur filter image that I can use over some backgrounds on a website. But Photoshop d...
No comments:
Post a Comment