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Pricing an arithmetic average reset option using the green function method.
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Yi-Long Hsiao
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Asia Pacific management review
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Market switching in shipping - a real option model applied to the valuation of combination carriers.
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Interest rate caps "smile" too! But can the Libor market models capture the smile.
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Common failings How corporate defaults are correlated.
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Equilibrium exhaustible resource price dynamics.
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Emission standards and stochastic waste load
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