Abstract
Modern option pricing techniques are considered to be among the most mathematically complex of all applied areas of finance, although these modern techniques have their origins in work that dates back to 1877. At that time Mr Charles Castelli wrote a book The Theory of Options in Stocks and Shares. Mr Castelli’s book introduced the general public to the hedging and speculation aspects of options, but lacked any usable theoretical base.
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Option Pricing Bibliography
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© 2003 Tom James
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James, T. (2003). Energy Option Pricing - Which Models Are Used?. In: Energy Price Risk. Finance and Capital Markets. Palgrave Macmillan, London. https://doi.org/10.1057/9781403946041_6
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DOI: https://doi.org/10.1057/9781403946041_6
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