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Name: Richard Wright
Type: User
Location: Sweden
Name: Richard Wright
Type: User
Location: Sweden
Black-Scholes-Merton pricing of European call and put options along with their Greeks for non-dividend yielding underlying assets.
Check out the thesis "Did 2001 Mark the Beginning of a More Manipulated Market? An Analysis of Financial Markets via Benford's Law" by Richard Wright and Erik Munther. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-54686
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