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~isPartOf:"Advances in futures and options research : a research annual"
~person:"Welch, Robert L."
~subject:"Börsenkurs"
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On the properties of the valuation formula for an unprotected American call option with known dividends and the computation of its implied standard deviation
Welch, Robert L.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 237-256
Persistent link: https://www.econbiz.de/10001081728
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