Matches in DBpedia 2016-04 for { ?s ?p "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 1500 subsequent articles."@en }
Showing triples 1 to 4 of
4
with 100 triples per page.
- Margrabes_formula abstract "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 1500 subsequent articles.".
- Q6760725 abstract "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 1500 subsequent articles.".
- Margrabes_formula comment "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 1500 subsequent articles.".
- Q6760725 comment "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 1500 subsequent articles.".