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ASTIN BULLETIN -Vol.33 - No.2 - 2003; 173-191
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Pricing of arithmetic basket options by conditioning
Deelstra, Griselda
;
Liinev, Jan
;
Vanmaele, Michèle
-
Solvay Brussels School of Economics and Management, …
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2004
Persistent link: https://www.econbiz.de/10008590322
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Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables
Vanmaele, Michèle
;
Deelstra, Griselda
;
Liinev, Jan
-
Solvay Brussels School of Economics and Management, …
-
2004
Persistent link: https://www.econbiz.de/10008590439
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