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~subject:"Derivat"
~subject:"Incomplete market"
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Derivat
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Primbs, James A.
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Yamada, Yuji
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International journal of theoretical and applied finance
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Journal of banking & finance
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ECONIS (ZBW)
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A moment computation algorithm for the error in discrete dynamic hedging
Primbs, James A.
;
Yamada, Yuji
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 519-540
Persistent link: https://www.econbiz.de/10003291317
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2
Distribution-based option pricing on lattice asset dynamics models
Yamada, Yuji
;
Primbs, James A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
6
,
pp. 599-618
Persistent link: https://www.econbiz.de/10001743192
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