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Option pricing theory
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A term structure interest rate model with the Brownian bridge lower bound
Kikuchi, Kentaro
- In:
Annals of finance
20
(
2024
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3
,
pp. 301-328
Persistent link: https://www.econbiz.de/10015188737
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Consumption-based CAPM and option pricing under jump-diffusion uncertainty
Kusuda, Koji
(
contributor
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001883704
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Term structure models of interest rates with jump-diffusion information : equilibrium, CAPM, and derivative asset pricing
Kusuda, Koji
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2003
Persistent link: https://www.econbiz.de/10003379037
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