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"Option Prices in a Model with Stochastic Disaster Risk."

Sang Byung Seo, Jessica A. Wachter (2019)

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DOI: 10.1287/MNSC.2017.2978

access: closed

type: Journal Article

metadata version: 2020-06-30

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Sang Byung Seo, Jessica A. Wachter:
Option Prices in a Model with Stochastic Disaster Risk. Manag. Sci. 65(8): 3449-3469 (2019)

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