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Pricing Perpetual Put Options by the Black–Scholes Equation with a Nonlinear Volatility Function
by
Grossinho, Maria do Rosário
,
Kord Faghan, Yaser
,
Ševčovič, Daniel
Published in
Asia-Pacific financial markets
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Pricing American call options using the Black–Scholes equation with a nonlinear volatility function
by
do Rosario Grossinho, Maria
,
Fagan Kord, Yaser
,
Sevcovic, Daniel
Published in
The journal of computational finance
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Asia-Pacific Financial Markets
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The Journal Of Computational Finance
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American Option Pricing
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Black Scholes
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Black-Scholes Equation
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Contingent Pricing, Futures Pricing, Option Pricing
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