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Q2984556 - MaRDI portal

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scientific article
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scientific article

    Statements

    author
    Dan Zhu
    0 references
    publication date
    17 May 2017
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    zbMATH Keywords
    catastrophe option
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    chooser option
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    risk-neutral valuation
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    fluctuation of stock price
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    Identifiers

    zbMATH DE Number
    6719280
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