Advanced probability theory and option prices theory
Explain relationship between advanced probability theory and option prices theory.
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Mike Harrison and David Kreps, in 1979, demonstrated the relationship between advanced probability theory and option prices, originally in discrete time.
You are required to submit a bid to supply 200,000,000 widgets per year to the State of Illinois for the next five years. Your company has an idle tract of real estate that cost $1,500,000 ten years ago; if your company sold the land today, it would generate $3,000,000 after the taxes were paid. The
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