The valuation of corporations: a derivative pricing perspective
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
https://link.springer.com/content/pdf/10.1007/s10436-023-00424-3.pdf
Reference24 articles.
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3. Black, F., Scholes, M.: The pricing of options and corporate liabilities. J Polit Econ 81, 637–654 (1973)
4. Carr, P., Madan, D.B.: Option valuation using the fast Fourier transform. J Comput Finance 2, 61–73 (1999)
5. Carr, P., Geman, H., Madan, D.B., Yor, M.: Self-decomposability and option pricing. Math Financ 17, 31–57 (2007)
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