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person:"Chang, Chia-Lin"
~person:"Brigo, Damiano"
~person:"Perrakis, Stylianos"
~subject:"Derivat"
~type_genre:"Aufsatz im Buch"
~type_genre:"Lehrbuch"
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Chang, Chia-Lin
Brigo, Damiano
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
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2
Option pricing : real and risk-neutral distributions
Kōnstantinidēs, Giōrgos
;
Jackwerth, Jens Carsten
; …
- In:
Financial engineering
,
(pp. 565-591)
.
2008
Persistent link: https://www.econbiz.de/10003567751
Saved in:
3
Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano
;
Mercurio, Fabio
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10002116360
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