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Optimal logarithmic utility and optimal portfolios for an insider in a stochastic volatility market
Ewald, Christian-Oliver
- In:
International journal of theoretical and applied finance
8
(
2005
)
3
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pp. 301-319
Persistent link: https://www.econbiz.de/10002893241
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Implied volatility from Asian options via Monte Carlo methods
Yang, Zhaojun
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Ewald, Christian-Oliver
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Xiao, Yajun
- In:
International journal of theoretical and applied finance
12
(
2009
)
2
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pp. 152-178
Persistent link: https://www.econbiz.de/10003855756
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