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~person:"Cao, Lingyan"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Black-Scholes-Modell"
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Statistische Verteilung
Black-Scholes model
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Black-Scholes-Modell
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Hedging
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Statistical distribution
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Stochastic process
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Stochastischer Prozess
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geometric Brownian motion
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Cao, Lingyan
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The international journal of business and finance research : IJBFR
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ECONIS (ZBW)
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A comparison of delta hedging under two price distribution assumptions by likelihood ratio
Cao, Lingyan
;
Guo, Zheng-feng
- In:
The international journal of business and finance …
6
(
2012
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10009389689
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