Pricing Options with Extendible Maturities: Analysis and Applications
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- Marco Realdon, "undated". "About Debt and the Option to Extend Debt Maturity," Discussion Papers 03/20, Department of Economics, University of York.
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- repec:eee:ecofin:v:43:y:2018:i:c:p:30-53 is not listed on IDEAS
- Foad Shokrollahi, 2017. "Pricing compound and extendible options under mixed fractional Brownian motion with jumps," Papers 1708.04829, arXiv.org.
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