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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Finance research letters"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of derivatives : JOD"
~isPartOf:"Wiley trading series"
~person:"Carr, Peter"
~source:"econis"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Risk"
~subject:"Volatility"
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Asia-Pacific financial markets
Finance research letters
Insurance / Mathematics & economics
The North American journal of economics and finance : a journal of financial economics studies
The journal of derivatives : JOD
Wiley trading series
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Semi-analytical pricing of barrier options in the time-dependent Heston model
Carr, Peter
;
Itkin, Andrey
;
Muravey, Dmitry
- In:
The journal of derivatives : JOD
30
(
2022
)
2
,
pp. 141-171
Persistent link: https://www.econbiz.de/10014231115
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