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isPartOf:"Journal of econometrics"
~isPartOf:"Finance research letters"
~person:"Ewald, Christian-Oliver"
~subject:"Statistische Verteilung"
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On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
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