CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL

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Publication:5692938

DOI10.1111/j.1467-9965.2005.00228.xzbMath1137.91437OpenAlexW2050308899MaRDI QIDQ5692938

Etienne Chevalier

Publication date: 28 September 2005

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.2005.00228.x



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