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The journal of asset management
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Closed-form interpolation-based formulas for European call options written on defaultable assets
Orosi, Greg
- In:
The journal of asset management
16
(
2015
)
4
,
pp. 236-242
Persistent link: https://www.econbiz.de/10011413347
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Information content of right option tails : evidence from S&P 500 index options
Orosi, Greg
- In:
The journal of asset management
18
(
2017
)
7
,
pp. 516-526
Persistent link: https://www.econbiz.de/10011855205
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