Option valuation with co-integrated asset prices
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- Lo, Andrew W. (Andrew Wen-Chuan) & Wang, Jiang, 1959-, 1993.
"Implementing option pricing models when asset returns are predictable,"
3593-93., Massachusetts Institute of Technology (MIT), Sloan School of Management.
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- Stulz, ReneM., 1982. "Options on the minimum or the maximum of two risky assets : Analysis and applications," Journal of Financial Economics, Elsevier, vol. 10(2), pages 161-185, July.
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