Journal of applied mathematics & informatics
- Volume 2 Issue 2
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- Pages.47-52
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- 1995
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- 2734-1194(pISSN)
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- 2234-8417(eISSN)
ON THE RELATION BETWEEN THE ORIGINAL AND THE DISCOUNTED MODEL IN BLACK/SCHOLES MODEL
Abstract
in this paper we reduce the trading strategy of discounted security model to trading strategy of original model
Keywords