A complete-market generalization of the Black-Scholes model (Q853864): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Q4121644
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+Exact solutions of a model for asset prices by K. Takaoka
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+Q4368791
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+Option pricing when underlying stock returns are discontinuous
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+Q4350437
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