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Keywords: Longstaff model
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Journal Articles
Journal of Forensic Accounting Research (2023) 8 (1): 357–386.
Published: 01 December 2023
... marketability Margrabe option look back put Asian average put Longstaff model Finnerty model DLOM blockage Our understanding of appropriate discounts for lack of liquidity (blockage) and for lack of marketability (DLOM) has evolved significantly since the SEC’s “Institutional Investor Study...