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~isPartOf:"Review of derivatives research"
~language:"eng"
~person:"Battauz, Anna"
~person:"Boyd, Naomi E."
~person:"Carr, Peter"
~person:"Løchte Jørgensen, Peter"
~source:"econis"
~subject:"Stochastic process"
~type_genre:"Article in journal"
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Option trading
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Battauz, Anna
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Review of derivatives research
The journal of derivatives : JOD
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Pricing swaps and options on quadratic variation under stochastic time change models : discrete observations case
Itkin, Andrey
;
Carr, Peter
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 141-176
Persistent link: https://www.econbiz.de/10008695493
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