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~isPartOf:"The journal of finance : the journal of the American Finance Association"
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Risk-neutral parameter shifts and derivatives pricing in discrete time
Schroder, Mark D.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
5
,
pp. 2375-2401
Persistent link: https://www.econbiz.de/10002251590
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Computing the constant elasticity of variance option pricing formula
Schroder, Mark D.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
1
,
pp. 211-219
Persistent link: https://www.econbiz.de/10001063236
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3
Risk-Neutral Parameter Shifts and Derivatives Pricing in Discrete Time
Schroder, Mark
- In:
The journal of finance : the journal of the American …
59
(
2004
)
5
,
pp. 2375-2402
Persistent link: https://www.econbiz.de/10006549759
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