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Hedging of American Contingent Claims in an Imcomplete Market.
Guangqin Li
Published in:
FSKD (3) (2008)
Keyphrases
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financial markets
option pricing
convertible bonds
exchange rate
foreign exchange
black scholes
stock market
stock price
united states
financial crisis
pricing model
transaction costs
futures market
market data
decision making
market share
database
electronic commerce
information systems
data sets