Volatility and dividend risk in perpetual American options (Q5239351)

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scientific article; zbMATH DE number 7120412
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English
Volatility and dividend risk in perpetual American options
scientific article; zbMATH DE number 7120412

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    Volatility and dividend risk in perpetual American options (English)
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    22 October 2019
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    financial instruments and regulation
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    models of financial markets
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    stochastic processes
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    risk measure and management
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