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~isPartOf:"Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics"
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
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Static hedging of Asian options under Lévy models : the comonotonicity approach
Albrecher, Hansjörg
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Dhaene, Jan
;
Goovaerts, Marc J.
; …
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2003
Persistent link: https://www.econbiz.de/10001938553
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Self exciting threshold interest rates models
Decamps, Marc
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Goovaerts, Marc J.
;
Schoutens, Wim
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2005
Persistent link: https://www.econbiz.de/10002724001
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