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~isPartOf:"Journal of derivatives & hedge funds"
~subject:"CAPM"
~subject:"Commodity exchange"
~subject:"Experiment"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Working Paper"
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A probabilistic Monte Carlo model for pricing discrete barrier and compound real options
Rostan, Pierre
;
Rostan, Alexandra
;
Racicot, François-Éric
- In:
Journal of derivatives & hedge funds
20
(
2014
)
2
,
pp. 113-126
Persistent link: https://www.econbiz.de/10010462984
Saved in:
2
Option pricing : very simple formulas
Alghalith, Moawia
- In:
Journal of derivatives & hedge funds
20
(
2014
)
2
,
pp. 71-73
Persistent link: https://www.econbiz.de/10010463001
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