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CAPM
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Stochastischer Prozess
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Journal of economic dynamics & control
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1
Solving asset pricing models with stochastic volatility
De Groot, Oliver
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 308-321
Persistent link: https://www.econbiz.de/10011474217
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Optimal foreign exchange risk hedging : closed form solutions maximizing Leontief utility function
Kim, Yun-Yeong
- In:
Theoretical economics letters
8
(
2018
)
14
,
pp. 2893-2913
Persistent link: https://www.econbiz.de/10011952573
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