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~isPartOf:"Applied economics"
~isPartOf:"Cogent economics & finance"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Chen, Wen-ting"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Markov chain"
~subject:"Volatilität"
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Should an American option be exercised earlier or later if volatility is not assumed to be a constant?
Zhu, Song-ping
;
Chen, Wen-ting
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1279-1297
Persistent link: https://www.econbiz.de/10009541996
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