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Accurate approximation formulas for stock options with discrete dividends
Dai, Tian-Shyr
;
Lyuu, Yuh-dauh
- In:
Applied economics letters
16
(
2009
)
16/18
,
pp. 1657-1663
Persistent link: https://www.econbiz.de/10003932250
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2
Analytics for geometric average trigger reset options
Dai, Tian-shyr
;
Fang, Yuh-yuan
;
Lyuu, Yuh-dauh
- In:
Applied economics letters
12
(
2005
)
13
,
pp. 835-840
Persistent link: https://www.econbiz.de/10003196210
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