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Getting the jump on pricing dividend-protected derivatives - Risk.net

Retrieved on: 2022-08-04 12:27:18

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Getting the jump on pricing dividend-protected derivatives - Risk.net. View article details on HISWAI: https://www.risk.net/our-take/7952956/getting-the-jump-on-pricing-dividend-protected-derivatives

Excerpt

Morgan Stanley quants show how to avoid mispricing corporate options and convertible bonds.

Article found on: www.risk.net

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