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Applying fuzzy parametersin pricing financial derivatives inspiredby the kyoto protocol
Nowak, Piotr
;
Romaniuk, Maciej
- In:
Operations Research and Decisions
4
(
2009
),
pp. 77-91
for allowances will be established. Using the neutral
martingale
method
and Monte Carlo simulations, we propose a …
Persistent link: https://www.econbiz.de/10008777313
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