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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Chen, Nan"
~person:"Chevalier, Etienne"
~subject:"Volatility"
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Chen, Nan
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of economic dynamics & control
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Credit spreads, optimal capital structure, and implied volatility with endogenous default and jump risk
Chen, Nan
;
Kou, Steven
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 343-378
Persistent link: https://www.econbiz.de/10003882482
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Critical price near maturity for an American option on a dividend-paying stock in a local volatility model
Chevalier, Etienne
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 439-463
Persistent link: https://www.econbiz.de/10002983149
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