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~subject:"Optionspreistheorie"
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Optionspreistheorie
volatility
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Merton’s distance to default model
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Hung, Mao-Wei
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So, Leh-Chyan
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So, Leh-chyan
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Annals of financial economics
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The journal of futures markets
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Are real options "real"? : isolating uncertainty from risk in real options analysis
So, Leh-Chyan
- In:
Annals of financial economics
9
(
2014
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010489151
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2
A generalization of the Barone-Adesi and Whaley approach for the analytic approximation of American options
Guo, Jia-hau
;
Hung, Mao-Wei
;
So, Leh-chyan
- In:
The journal of futures markets
29
(
2009
)
5
,
pp. 478-493
Persistent link: https://www.econbiz.de/10003827779
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