"The Pricing of European Exchange Option with Continuous Dividends."

Shougang Zhang, Yingchun Zheng, Yunfeng Yang (2019)

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DOI: 10.1109/CIS.2019.00074

access: closed

type: Conference or Workshop Paper

metadata version: 2020-03-18

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Shougang Zhang, Yingchun Zheng, Yunfeng Yang:
The Pricing of European Exchange Option with Continuous Dividends. CIS 2019: 320-323

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