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~institution:"Johannes Gutenberg-Universität Mainz"
~language:"eng"
~language:"hun"
~subject:"Dynamische Optimierung"
~subject:"Share price"
~type_genre:"Non-commercial literature"
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Dynamische Optimierung
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Johannes Gutenberg-Universität Mainz
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Extremal behaviour of diffusion models in finance
Borkovec, Milan
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Klüppelberg, Claudia
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1996
Persistent link: https://www.econbiz.de/10000960264
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Pricing of European options when the underlying stock price follows a linear birth-death process
Korn, Ralf
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Kreer, Markus
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Lenssen, Mark
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1995
Persistent link: https://www.econbiz.de/10000929353
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