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isPartOf:"The journal of futures markets"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Spain"
~subject:"Stock option"
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The journal of futures markets
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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2
Option-expiration effects in small markets : the Spanish stock exchange
Corredor, Pilar
;
Lechón, P.
;
Santamaría Aquilué, Rafael
- In:
The journal of futures markets
21
(
2001
)
10
,
pp. 905-928
Persistent link: https://www.econbiz.de/10001613568
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