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Comparison study on value and exercise time of options with same intrinsic value

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Publication:3370904
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zbMATH Open1123.91322MaRDI QIDQ3370904FDOQ3370904


Authors: Shichang Fu, Y. D. Xu Edit this on Wikidata


Publication date: 21 February 2006





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zbMATH Keywords

dividendexercise valuevariable strike price


Mathematics Subject Classification ID







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