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Advances in futures and options research : a research annual
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Advances in quantitative analysis of finance and accounting : a research annual
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Static optimization of American contingent claims
Welch, Robert L.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 175-184
Persistent link: https://www.econbiz.de/10001123290
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Empirical option price bands on the Chicago board options exchange and the reduncancy of options
Chen, David M.
- In:
Advances in quantitative analysis of finance and …
1
(
1991
),
pp. 161-182
Persistent link: https://www.econbiz.de/10001112387
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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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