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  • Another Perspective on Black-ScholesOption Formulas
    shows a different form of the Black-Scholes formula for European calls and puts under risk-neutral assumptions ... verbal interpretation. The derivation of this alternative form appears at the end of the article. Asset v ...

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    • Authors: Mark Evans
    • Date: Feb 2005
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Asset modeling