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Loan guarantees : an option pricing theory perspective
Pizzutilo, Fabio, (2015)
Mitigating risk incentives by issuing convertible bonds : a refinement to the Black-Scholes evaluation model
Miyake, Masatoshi, (2014)
First-order calculus and option pricing
Carr, Peter, (2014)
Does active management provide investor surplus?
Jacobsen, Brian, (2011)
Statistical arbitrage
Jacobsen, Brian, (2008)
Stock price patterns
Jacobsen, Brian, (2007)