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~isPartOf:"Advances in financial risk management : corporates, intermediaries and portfolios"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Mathematical programming"
~subject:"United States"
~type_genre:"Book section"
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Advances in financial risk management : corporates, intermediaries and portfolios
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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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An optimal timing approach to option portfolio risk management
Leung, Tim
;
Liu, Peng
- In:
Advances in financial risk management : corporates, …
,
(pp. 391-404)
.
2013
Persistent link: https://www.econbiz.de/10010213038
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