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Review of Derivatives Research
International Journal of Theoretical and Applied Finance (IJTAF)
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Pricing swaps and options on quadratic variation under stochastic time change models—discrete observations case
Itkin, Andrey
;
Carr, Peter
- In:
Review of Derivatives Research
13
(
2010
)
2
,
pp. 141-176
Persistent link: https://www.econbiz.de/10008526467
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A forward started jump-diffusion model and pricing of cliquet style exotics
Drimus, Gabriel
- In:
Review of Derivatives Research
13
(
2010
)
2
,
pp. 125-140
Persistent link: https://www.econbiz.de/10008526468
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