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Do-Sub Jung
affiliation not provided to SSRN
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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Tweaking Black-Scholes
Number of pages: 30
Posted: 22 Jan 2009
Last Revised: 04 Mar 2009
Do-Sub Jung and
Charles J. Corrado
affiliation not provided to SSRN
and Deakin University - School of Accounting, Economics & Finance
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Abstract:
options, hedging, Black-Scholes
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