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~isPartOf:"Research paper series / Swiss Finance Institute"
~person:"Schenk-Hoppé, Klaus Reiner"
~type_genre:"Collection of articles of several authors"
~type_genre:"Non-commercial literature"
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Schenk-Hoppé, Klaus Reiner
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Stochastic volatility : risk minimization and model risk
Ewald, Christian-Oliver
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2007
Persistent link: https://www.econbiz.de/10003549908
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Closed-form solutions for European and digital calls in the Hull and White stochastic volatility model and their relation to locally R-minimizing and Delta hedges
Ewald, Christian-Oliver
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contributor
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2007
Persistent link: https://www.econbiz.de/10003549952
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