Pricing Equity Derivatives Subject To Bankruptcy
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Bibliographic InfoArticle provided by Wiley Blackwell in its journal Mathematical Finance.
Volume (Year): 16 (2006)
Issue (Month): 2 ()
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- Zhang, Hongzhong & Leung, Tim & Hadjiliadis, Olympia, 2013.
"Stochastic modeling and fair valuation of drawdown insurance,"
Insurance: Mathematics and Economics,
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- Azusa Takeyama & Nick Constantinou & Dmitri Vinogradov, 2012. "A Framework for Extracting the Probability of Default from Stock Option Prices," IMES Discussion Paper Series 12-E-14, Institute for Monetary and Economic Studies, Bank of Japan.
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