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The Valuation Model for a Risky Asset When Its Risky Factors Follow Gamma Distributions

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  • Ming Shann Tsai
  • Shu Ling Chiang

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  • Ming Shann Tsai & Shu Ling Chiang, 2016. "The Valuation Model for a Risky Asset When Its Risky Factors Follow Gamma Distributions," International Review of Finance, International Review of Finance Ltd., vol. 16(3), pages 421-444, September.
    • Handle: RePEc:bla:irvfin:v:16:y:2016:i:3:p:421-444
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