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~accessRights:"free"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Research paper series / Swiss Finance Institute"
~language:"eng"
~person:"Ewald, Christian-Oliver"
~subject:"Volatilität"
~type:"book"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Closed-form solutions for European and digital calls in the Hull and White stochastic volatility model and their relation to locally R-minimizing and Delta hedges
Ewald, Christian-Oliver
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contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003549952
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Stochastic volatility : risk minimization and model risk
Ewald, Christian-Oliver
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contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003549908
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