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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Chevalier, Etienne"
~subject:"Theorie"
~subject:"Volatility"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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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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