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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Capital-Asset-Pricing-Modell"
~subject:"Option pricing theory"
~subject:"Portfoliomanagement"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The forward valuation of compound options
Buraschi, Andrea
;
Dumas, Bernard
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 8-17
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