A mathematical model for contingent claim pricing in a preannounced policy
Year of publication: |
2009
|
---|---|
Authors: | Chen, Fen-Ying |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 29.2009, 4, p. 27-27
|
Publisher: |
AccessEcon |
Subject: | Preannounced policy | Preannouncement effect | Fat tails | Discontinuity | Option pricing |
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