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The purpose of this paper is to develop certain relatively recent mathematical discoveries known generally as stochastic calculus, or more specifically as Itô’s Calculus and to also illustrate their application in the pricing of options. The mathematical methods of stochastic calculus are illustrated in alternative derivations of the celebrated Black–Scholes–Merton model. The topic is motivated by...
In this paper, we briefly review the pricing of deposit insurance under the option approach. First, we review the theoretical works of deposit insurance pricing model. And second, we summarize the applications of deposit insurance pricing model, focusing on the issue of whether fees charged by the insuring agency are excessive.
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