Margrabe's formula
In mathematical finance, Margrabe's formula is an option pricing formula applicable to an option to exchange one risky asset for another risky asset at maturity. It was derived by William Margrabe (PhD Chicago) in 1978. Margrabe's paper has been cited by over 2000 subsequent articles.
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Margrabe's formula
In mathematical finance, Margrabe's formula is an option pricing formula applicable to an option to exchange one risky asset for another risky asset at maturity. It was derived by William Margrabe (PhD Chicago) in 1978. Margrabe's paper has been cited by over 2000 subsequent articles.
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In mathematical finance, Margr ...... over 2000 subsequent articles.
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В финансовой математике, форму ...... и Стенли Фишером в 1978 году.
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Margrabe's formula
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Формула Маграбе
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In mathematical finance, Margr ...... over 2000 subsequent articles.
@en
В финансовой математике, форму ...... и Стенли Фишером в 1978 году.
@ru