HOLDER-EXTENDIBLE EUROPEAN OPTION: CORRECTIONS AND EXTENSIONS (Q5500782)

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scientific article; zbMATH DE number 6471839
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HOLDER-EXTENDIBLE EUROPEAN OPTION: CORRECTIONS AND EXTENSIONS
scientific article; zbMATH DE number 6471839

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    HOLDER-EXTENDIBLE EUROPEAN OPTION: CORRECTIONS AND EXTENSIONS (English)
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    10 August 2015
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    exotic options
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    extendible maturities
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    holder-extendible option
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    geometric Brownian motion
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