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~isPartOf:"Journal of econometrics"
~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Kennedy, Joanne E."
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Journal of econometrics
Research paper series / Swiss Finance Institute
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Quanto pricing with copulas
Bennett, Michael N.
;
Kennedy, Joanne E.
- In:
The journal of derivatives : the official publication …
12
(
2004
)
1
,
pp. 26-45
Persistent link: https://www.econbiz.de/10002210955
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