Exchange option in a two-state Poisson CAPM (Q395917)
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scientific article; zbMATH DE number 6327715
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exchange option in a two-state Poisson CAPM |
scientific article; zbMATH DE number 6327715 |
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Exchange option in a two-state Poisson CAPM (English)
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7 August 2014
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exchange option
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two-state Poisson model
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CAPM
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stochastic market environment
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