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The Valuation of a Random Number of Put Options: An Application to Agricultural Price Supports

Journal of Financial and Quantitative Analysis 1986 21(1), 73

Alan J. Marcus, David M. Modest, The Valuation of a Random Number of Put Options: An Application to Agricultural Price Supports, The Journal of Financial and Quantitative Analysis, Vol. 21, No. 1 (Mar., 1986), pp. 73-86

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The Valuation of a Random Number of Put Options: An Application to Agricultural Price Supports