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~isPartOf:"Asia-Pacific financial markets"
~person:"Akahori, Jirô"
~person:"Tanokura, Yoko"
~person:"Ševčovič, Daniel"
~subject:"Optionsgeschäft"
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Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
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