Talk
Pricing Levered Warrants under the CEV Diffusion Model
Carlos Miguel Glória (Gloria, C. M.); José Carlos Dias (Dias, J. C.); Aricson da Cruz (Cruz, A.);
Event Title
11th International Conference of the Portuguese Finance Network
Year (definitive publication)
2021
Language
English
Country
Portugal
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Abstract
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Acknowledgements
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Keywords