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subject:"Börsenkurs"
~isPartOf:"Finance and stochastics"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Dassios, Angelos"
~subject:"Implied volatility"
~subject:"Option pricing theory"
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Perturbed Brownian motion and its application to Parisian option pricing
Dassios, Angelos
;
Wu, Shanle
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 473-494
Persistent link: https://www.econbiz.de/10009533860
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