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Pricing equity derivatives subject to bankruptcy
Vadim Linetsky
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Corresponding author for this work
Industrial Engineering and Management Sciences
Research output
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Contribution to journal
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Article
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peer-review
79
Scopus citations
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INIS
credits
66%
differential equations
33%
diffusion
66%
dynamics
33%
expansion
33%
hazards
66%
market
33%
morse potential
33%
power
33%
prices
33%
shape
33%
solutions
66%
specifications
33%
stochastic processes
33%
stocks
100%
volatility
66%
Economics, Econometrics and Finance
Bankruptcy
100%
Corporate Bond
66%
Corporate Debt
33%
Derivatives Market
33%
Diffusion
66%
Interest Rate Derivative
33%
Option Trading
33%
Pricing
33%
Share
66%
Stock Option
66%
Stock Price
33%
Volatility
66%
Yield Curve
66%