A unified method for pricing options on diffusion processes
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Economics.
Volume (Year): 29 (1991)
Issue (Month): 1 (March)
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Web page: http://www.elsevier.com/locate/inca/505576
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- Jørgensen, Peter Løchte & De Giovanni, Domenico, 2008. "Time Charters with Purchase Options in Shipping: Valuation and Risk Management," Finance Research Group Working Papers F-2008-05, University of Aarhus, Aarhus School of Business, Department of Business Studies.
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