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Stochastischer Prozess
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Advanced Series on Statistical Science and Applied Probability Ser.
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Advanced series on statistical science and applied probability
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Hedging Derivatives.
Sexton, Jenny
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2011
Key Features:Unique focus on hedging and optimal martingale measuresIncludes new developments about static and dynamic hedging schemesTreatment of popular models for asset prices like exponential Lévy processes and stochastic volatility models.
Persistent link: https://www.econbiz.de/10012689402
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