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Juho Kanniainen
Information about the author Juho Kanniainen will soon be added to the site.
Found
2 papers
in total
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Option pricing under joint dynamics of interest rates, dividends, and stock prices
2011
I propose a new option pricing model with stochastic interest rates. The model assumes...
Can properly discounted projects follow geometric Brownian motion?
2009
The geometric Brownian motion is routinely used as a dynamic model of underlying...
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