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Applied mathematical finance
Discussion paper / Tinbergen Institute
256
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171
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Hedging large portfolios of options in discrete time
Peeters, B.
;
Dert, C. L.
;
Lucas, André
- In:
Applied mathematical finance
15
(
2008
)
3/4
,
pp. 251-275
Persistent link: https://www.econbiz.de/10003751253
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2
Tail behaviour of credit loss distributions for general latent factor models
Lucas, André
;
Klaassen, Pieter
;
Spreij, Peter
; …
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 337-357
Persistent link: https://www.econbiz.de/10001864390
Saved in:
3
Hedging Large Portfolios of Options in Discrete Time
Peeters, B.
;
Dert, C.L.
;
Lucas, A.
- In:
Applied mathematical finance
15
(
2008
)
3
,
pp. 251-276
Persistent link: https://www.econbiz.de/10008221060
Saved in:
4
Hedging Large Portfolios of Options in Discrete Time
Peeters, B.
;
Dert, C.L.
;
Lucas, A.
- In:
Applied mathematical finance
15
(
2008
)
3-4
,
pp. 251-276
Persistent link: https://www.econbiz.de/10008098223
Saved in:
5
Tail behaviour of credit loss distributions for general latent factor models
Lucas, André
;
Klaassen, Pieter
;
Spreij, Peter
; …
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 337-358
Persistent link: https://www.econbiz.de/10008215113
Saved in:
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