Stochastic dividend yields and derivatives pricing in complete markets (Q867117): Difference between revisions
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Property / cites work: American options with stochastic dividends and volatility: a nonparametric investigation / rank | |||
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Latest revision as of 14:38, 25 June 2024
scientific article
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English | Stochastic dividend yields and derivatives pricing in complete markets |
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Stochastic dividend yields and derivatives pricing in complete markets (English)
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14 February 2007
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complete markets
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market prices of risk
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forwards and futures
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