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language:"eng"
~subject:"Stochastic process"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
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On the running maximum of brownian motion and associated lookback options
Ho, Tak Yui
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2018
Persistent link: https://www.econbiz.de/10012533193
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Lévy processes in finance : the change of measure and non-linear dependence
Wannenwetsch, Jens
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2005
Persistent link: https://www.econbiz.de/10003139205
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