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International Journal of Financial Studies : open access journal
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Review of derivatives research
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1
A quasi-
closed-form
solution
for the valuation of American put options
Viegas, Christina
;
Azevedo-Pereira, José
- In:
International Journal of Financial Studies : open …
8
(
2020
)
4/62
,
pp. 1-10
This study develops a quasi-
closed-form
solution
for the valuation of an American put option and the critical price of …
Persistent link: https://www.econbiz.de/10012321096
Saved in:
2
New solvable stochastic volatility models for pricing volatility derivatives
Itkin, Andrey
- In:
Review of derivatives research
16
(
2013
)
2
,
pp. 111-134
Persistent link: https://www.econbiz.de/10009774404
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