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A closed‐form pricing solution for options on assets with pricing errors.

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Bibliographic Details
Title: A closed‐form pricing solution for options on assets with pricing errors.
Authors: Piccotti, Louis R.1 (AUTHOR) louis.r.piccotti@okstate.edu
Source: Journal of Financial Research. Jun2026, Vol. 49 Issue 2, p666-702. 37p.
Database: Business Source Ultimate
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Description
ISSN:02702592
DOI:10.1111/jfir.12473