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"Black-scholes approximation of warrant prices: slight return in a low ..."

Philippe Bertrand (2024)

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DOI: 10.1007/S10479-022-04622-6

access: closed

type: Journal Article

metadata version: 2024-04-15

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Philippe Bertrand:
Black-scholes approximation of warrant prices: slight return in a low interest rate environment. Ann. Oper. Res. 334(1): 83-100 (2024)

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