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Dynamic Asset Pricing in a Unified Bachelier-Black-Scholes-Merton Model

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lindquist, W. Brent, Rachev, Svetlozar T., Gnawali, Jagdish, Fabozzi, Frank J.
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance Pricing of Securities
Online Access:	Acceder al recurso
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