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~accessRights:"restricted"
~person:"Korn, Ralf"
~subject:"Black-Scholes-Modell"
~subject:"Optionspreistheorie"
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Black-Scholes-Modell
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Korn, Ralf
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Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
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Erweiterungen des Black-Scholes-Modells, Zins, Kreditrisiko und Statistik
Desmettre, Sascha
;
Korn, Ralf
-
2018
Persistent link: https://www.econbiz.de/10011806121
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