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