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~isPartOf:"Applied mathematical finance"
~person:"Kim, Young Shin"
~person:"Kwok, Yue-Kuen"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
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Long-range dependence in the risk-neutral measure for the market on Lehman Brothers Collapse
Kim, Young Shin
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 309-322
Persistent link: https://www.econbiz.de/10011704246
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