Do-Sub Jung

affiliation not provided to SSRN

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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:

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options, hedging, Black-Scholes