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Academic Journal
Superior Title: Management Science. Nov2011, Vol. 57 Issue 11, p2067-2081. 15p. 6 Charts, 4 Graphs.
Subject Terms: *OPTIONS (Finance), *DISTRIBUTION (Probability theory), *MATURITY (Finance), *MONTE Carlo method, LAPLACE transformation, SENSITIVITY analysis, EULER equations (Rigid dynamics), EXPONENTIAL functions, MERTON Model, POISSON processes, BROWNIAN motion, CONFIDENCE intervals