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measure change
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Option pricing theory
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1
Valuing spread options with counterparty risk and jump risk
Li, Zelei
;
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
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2
Arbitrage Opportunities in Diverse Markets via a Non-equivalent
Measure
Change
Osterrieder, Jörg
;
Rheinländer, Thorsten
- In:
Annals of Finance
2
(
2006
)
3
,
pp. 287-301
Persistent link: https://www.econbiz.de/10005542196
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