Munich Personal RePEc Archive
metadata only
The Impact of Return Nonnormality on Exchange Options
The Margrabe formula is used extensively by theorists and practitioners not only on exchange options, but also on executive compensation schemes, real options, weather and commodity derivatives, etc. However, the crucial assumption of a bivariate normal distribution is not fully satisfied in almost
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Legendre Transformation under Micro Canonical Ensemble#987371
- Price manipulation in nonlinear transient impact models: rigidity before memory and complete positivity after memory#924329
- Stochastic Potential Choices and Outcomes#615110
- Stochastic Potential Choices and Outcomes#614143
- Financial Liberalization, Private Investment and Portfolio Choice: Financialization of Real Sectors in Emerging Markets#1277871
Record · ID 1277308
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive