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Pricing Equity Derivatives with Extensions of Black-Scholes

Brian K. Boonstra

Last update: 3 March 2020

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.1.1

Cites work

• Pricing Convertible Bonds with Default Risk
• Calibration and Implementation of Convertible Bond Models
• PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY

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