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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Carr, Peter"
~person:"Göttsche, Ove E."
~person:"Løchte Jørgensen, Peter"
~type_genre:"Article in journal"
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Carr, Peter
Göttsche, Ove E.
Løchte Jørgensen, Peter
Dai, Min
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Applied mathematical finance
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The journal of derivatives : JOD
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The early exercise premium for the American put under discrete dividends
Göttsche, Ove E.
;
Vellekoop, Michel
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008935660
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2
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
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