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Martingal
Optionspreistheorie
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Sgarra, Carlo
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International journal of theoretical and applied finance
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Quadratic hedging for the Bates model
Hubalek, Friedrich
;
Sgarra, Carlo
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 873-885
Persistent link: https://www.econbiz.de/10003564682
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