Essays in asset pricing and financial econometrics
The objective of this dissertation is to develop and test new theoretical and empirical pricing models for assets such as American-styled derivatives, exotic (non-standard) hybrid debts and oil-related securities. In Chapter 1, we develop a new approximation scheme for the price and exercise policy...
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| Language: | en_US |
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2021
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| Online Access: | https://hdl.handle.net/2144/43054 |