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~isPartOf:"Review of derivatives research"
~person:"Račev, Svetlozar T."
~subject:"Continuous Markov chain"
~subject:"Finanzmathematik"
~subject:"Optionspreistheorie"
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Continuous Markov chain
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Review of derivatives research
International journal of theoretical and applied finance
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Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
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