Duality in option pricing based on prices of other derivatives.

Michi Nishihara Mutsunori Yagiura Toshihide Ibaraki

Published in: Oper. Res. Lett. (2007)

Keyphrases

option pricing
stock price
black scholes
decision analysis
capital budgeting
long run
real option
black scholes model
stock market
stock exchange
decision making
multi objective
decision problems
sensitivity analysis