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Contreras, Mauricio
Madan, Dilip B.
13
Alghalith, Moawia
11
Jarrow, Robert A.
11
Lee, Cheng F.
10
Câmara, António
9
Ehrhardt, Matthias
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Korn, Ralf
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Schoutens, Wim
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Singh, Vipul Kumar
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Kohlmann, Michael
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Wystup, Uwe
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Carr, Peter
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Chance, Don M.
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Fengler, Matthias R.
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Frey, Rüdiger
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Gikhman, Ilya I.
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Renault, Eric
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Vanduffel, Steven
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Cui, Zhenyu
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Engle, Robert F.
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Franke, Günter
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Garcia, René
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Goovaerts, Marc J.
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Härdle, Wolfgang
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Kühn, Christoph
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Orlando, Giuseppe
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Satchell, Stephen
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Zhu, Song-Ping
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Alexander, Carol
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Alòs, Elisa
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Brooks, Robert
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Dhaene, Jan
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Fusai, Gianluca
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Gatheral, Jim
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Guidolin, Massimo
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Journal of mathematical finance
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ECONIS (ZBW)
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Calibration and simulation of arbitrage effects in a non-equilibrium quantum black-scholes model by using semi-classical methods
Contreras, Mauricio
;
Pellicer, Rely
;
Santiagos, Daniel
; …
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 541-561
Persistent link: https://www.econbiz.de/10011656953
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2
On the solution of the multi-asset black-scholes model : correlations, eigenvalues and geometry
Contreras, Mauricio
;
Llanquihuén, Alejandro
;
Villena, …
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 562-579
Persistent link: https://www.econbiz.de/10011656962
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