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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Platen, Eckhard"
~subject:"Credit risk"
~subject:"Derivat"
~subject:"Messung"
~subject:"Volatility"
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7901 05-05-14; 7835/0206
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Platen, Eckhard
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Asia-Pacific financial markets
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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A tractable model for indices approximating the growth optimal portfolio
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010347344
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