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Keywords: Real Assets
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2014) 22 (2): 331–349.
Published: 31 May 2014
...Jongyeon Choi This paper start from the question that value of right which is arose from real asset trade. First, organizing option portfolio using this right, then we investigate the correlation about real assets and contracted prices. The results are as follows. When a market is in equilibrium...

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