An Analytical Valuation Framework for Financial Assets with Trading Suspensions (Q3295872): Difference between revisions

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Latest revision as of 09:19, 30 July 2024

scientific article
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English
An Analytical Valuation Framework for Financial Assets with Trading Suspensions
scientific article

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    An Analytical Valuation Framework for Financial Assets with Trading Suspensions (English)
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    13 July 2020
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    market halts and suspensions
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    time changes
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    Lévy subordinators
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    derivative pricing
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    Lévy processes
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