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RUMOR EFFECTS MODELING OF A MEAN REVERTING ASSET AND OPTIONS PRICING
RUMOR EFFECTS MODELING OF A MEAN REVERTING ASSET AND OPTIONS PRICING
2017
Dong-Hoon Shin
Dongwook Kim
Keywords:
Financial economics
Rumor
Economics
Valuation of options
Mean reversion
Consumption-based capital asset pricing model
Econometrics
Correction
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