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Extendible options: The general case |
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| Authors: | Y. Peter Chung Herb Johnson |
| Affiliation: | a A. Gary Anderson Graduate School of Management, University of California, Riverside, CA 92521, USA;b Johnson Consulting, La Jolla, CA 92037-7010, USA |
| Abstract: | |
| Keywords: | Extendible options Cox and Ross (1976) approach |
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