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Keywords: Diffusion
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Journal Articles
Vulnerable American options
Available to Purchase
Journal:
Managerial Finance
Managerial Finance (2010) 36 (5): 414–430.
Published: 20 April 2010
... the market value of the asset underlying the option and the market value of the assets of the option writer, respectively. The risk‐neutral processes for S and V are: Peter Klein can be contacted at: pklein@sfu.ca © Emerald Group Publishing Limited 2010 Derivative markets Diffusion...
