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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of mathematical finance"
~person:"Contreras, Mauricio"
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Search: subject_exact:"Black-Scholes option pricing model"
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Contreras, Mauricio
Fujita, Takahiko
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Jagannathan, Raj
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Journal of mathematical finance
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Calibration and simulation of arbitrage effects in a non-equilibrium quantum black-scholes model by using semi-classical methods
Contreras, Mauricio
;
Pellicer, Rely
;
Santiagos, Daniel
; …
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 541-561
Persistent link: https://www.econbiz.de/10011656953
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2
On the solution of the multi-asset black-scholes model : correlations, eigenvalues and geometry
Contreras, Mauricio
;
Llanquihuén, Alejandro
;
Villena, …
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 562-579
Persistent link: https://www.econbiz.de/10011656962
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