An Analytical Valuation Framework for Financial Assets with Trading Suspensions (Q3295872)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Analytical Valuation Framework for Financial Assets with Trading Suspensions |
scientific article |
Statements
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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