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~person:"Schoenmakers, John"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Volatility"
~type_genre:"Conference paper"
~type_genre:"Elektronischer Datenträger als Beilage"
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Option pricing in affine generalized Merton models
Bayer, Christian
;
Schoenmakers, John
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 219-239)
.
2016
Persistent link: https://www.econbiz.de/10011800363
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