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Valuing Stock Options When Prices are Subject to a Lower Boundary: A Correction

Authors

  • Markus Hertrich,

    1. Markus Hertrich is a PhD student at the Wirtschaftswissenschaftliches Zentrum, Statistik und Oekonometrie, Universität Basel, Basel, Switzerland
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  • Dirk Veestraeten

    Corresponding author
    • Dirk Veestraeten is an Assistant Professor at the Department of Economics, University of Amsterdam, Amsterdam, The Netherlands
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  • We are indebted to the Editor, Robert Webb, for his suggestions that enhanced the focus of this note. Hertrich would also like to thank Heinz Zimmermann for helpful discussions.

Correspondence author, Department of Economics, University of Amsterdam, Roetersstraat 11, 1018 WB Amsterdam, The Netherlands. Tel: +31-20-5254194, Fax: +31-20-5254254, e-mail: dirk.veestraeten@uva.nl

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