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~person:"Elliott, Robert J."
~subject:"Derivat"
~subject:"Stochastic process"
~type_genre:"Book section"
~type_genre:"Fallstudie"
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Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
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Using the Hull and White two factor model in bank treasury risk management
Elliott, Robert J.
;
Hoek, John van der
- In:
Mathematical finance - Bachelier Congress, 2000 : …
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(pp. 269-280)
.
2002
Persistent link: https://www.econbiz.de/10001679453
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Option pricing with regularized fractional Brownian motions
Aldabe, F.
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
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(pp. 379-397)
.
1997
Persistent link: https://www.econbiz.de/10001298418
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