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Risk and Rewards Newsletter, August 2007, Issue No. 50
are trying to avoid. The first two premises are direct results of the risk neutral valuation assumption ... In summary we have concluded that F(d1) has no direct interpretation as a probability, but it is a part ...- Authors: Catherine Ehrlich, Richard S Mattison, Joseph Koltisko, Stephen Stone, Steven Scoles, Marc Altschull, Nicola P Barrett, Aaron Meder, Valdimar Armann, Daniel Blamont, Pierre Haviller, David Prieul
- Date: Jul 2007
- Publication Name: Risks & Rewards