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Ibaraki, Toshihide
Nishihara, Michi
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Duality in option pricing based on prices of other derivatives
Nishihara, Michi
;
Yagiura, Mutsunori
;
Ibaraki, Toshihide
- In:
Operations research letters
35
(
2007
)
2
,
pp. 165-171
Persistent link: https://www.econbiz.de/10007607179
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