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~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Journal of Empirical Finance"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Kotzé, Antonie"
~person:"Reesor, R. Mark"
~person:"Ryu, Doojin"
~person:"Stentoft, Lars"
~type_genre:"Non-commercial literature"
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The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average
options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009504643
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