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~isPartOf:"International journal of theoretical and applied finance"
~person:"Christoffersen, Peter F."
~person:"Lian, Guanghua"
~subject:"ARCH-Modell"
~subject:"Option pricing theory"
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Christoffersen, Peter F.
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Integral representations of probability density of stochastic volatility models and timer options
Cui, Zhenyu
;
Kirkby, J. Lars
;
Lian, Guanghua
;
Nguyen, Duy
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011787421
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