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Mellin Transform Method for the Valuation of the American Power Put Option with Non-Dividend and Dividend Yields
Sunday Emmanuel Fadugba,
Chuma Raphael Nwozo
J. Math. Finance
Vol.5 No.3, July 10, 2015
DOI:
10.4236/jmf.2015.53023
(PDF 722K)
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Macro Governance and Profitability around the World: A Methodological Improvement
Vince Hooper,
Yan Liu,
Ah Boon Sim,
Asfandyar Uppal
Open J. Bus. Manag.
Vol.7 No.3, July 29, 2019
DOI:
10.4236/ojbm.2019.73104
(PDF 633K)
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The Black-Scholes Merton Model
—Implications for the Option Delta and the Probability of Exercise
Sunil K. Parameswaran,
Sankarshan Basu
Theor. Econ. Lett.
Vol.10 No.6, December 25, 2020
DOI:
10.4236/tel.2020.106080
(PDF 257K)
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Alternative Approach for the Solution of the Black-Scholes Partial Differential Equation for European Call Option
Sunday Emmanuel Fadugba,
Adedoyin Olayinka Ajayi
OALIBJ
Vol.2 No.4, April 17, 2015
DOI:
10.4236/oalib.1101466
(PDF 240K)
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Botswana’s Greatest Challenge beyond the Successful Decline in Total Fertility Rate
Brothers Wilright Malema
OALIBJ
Vol.7 No.12, December 09, 2020
DOI:
10.4236/oalib.1105971
(PDF 1958K)
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