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Pricing European Options by Numerical Replication: Quadratic Programming with Constraints
Ryabchenko, Valeriy
;
Sarykalin, Sergey
;
Uryasev, Stan
- In:
Asia-Pacific Financial Markets
11
(
2004
)
3
,
pp. 301-333
Persistent link: https://www.econbiz.de/10005810983
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