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~person:"Backus, David"
~person:"Carr, Peter"
~subject:"Volatility"
~subject:"jumps"
~type_genre:"Working Paper"
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On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, CXhristian-Oliver
;
Xiao, Yajun
-
2008
Persistent link: https://www.econbiz.de/10003680543
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