| The valuation of powered options (JNCA) |
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Volume 16
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Number 7
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pp. 1461-1471
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| The valuation of powered options |
| Hong-Kun Xu |
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| Key words |
Mathematices Subject Classification |
| Black-Scholes-Merton, powered option, risk-neutral valuation, equivalent martingale measure
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91G20, 91B24 |
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| Copyright© 2015 Yokohama Publishers |
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