General equilibrium pricing of options with habit formation and event risks
Year of publication: |
2011
|
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Authors: | Du, Du |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 99.2011, 2, p. 400-426
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Subject: | Optionspreistheorie | Option pricing theory | Anlageverhalten | Behavioural finance |
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