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~person:"Bester, C. Alan"
~subject:"Black-Scholes model"
~subject:"stochastic volatility"
~type_genre:"Article in journal"
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Black-Scholes model
stochastic volatility
Black and Scholes formula
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Bester, C. Alan
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Option prices and the probability of success of cash mergers
Bester, C. Alan
;
Martinez, Victor H.
;
Roşu, Ioanid
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 145-186
Persistent link: https://www.econbiz.de/10013542856
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