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~isPartOf:"Working paper / Institut de Gestion Bancaire et Financière, HEC, Université de Lausanne"
~person:"Benth, Fred Espen"
~person:"Chesney, Marc"
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Benth, Fred Espen
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Working paper / Institut de Gestion Bancaire et Financière, HEC, Université de Lausanne
Applied mathematical finance
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International journal of theoretical and applied finance
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Advances in futures and options research : a research annual
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Cahiers du Département d'Economie Politique / Faculté des Sciences Economiques et Sociales, Université de Genève
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Digital finance : smart data analytics, investment innovation, and financial technology
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Lecture notes in mathematics : a collection of informal reports and seminars
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Paris Princeton lectures on mathematical finance
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SFB 649 Discussion Paper 2009-046
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Option
pricing
theory
, security design and shareholders' risk incentives
Chesney, Marc
;
Gibson, Rajna
-
1994
Persistent link: https://www.econbiz.de/10000906346
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2
An application of exotic options to firms' strategic delocalization policies under exchange rate risk
Botteron, Pascal
;
Chesney, Marc
;
Gibson, Rajna
-
1998
Persistent link: https://www.econbiz.de/10001472271
Saved in:
3
State space symmetry and two factor option pricing models
Chesney, Marc
;
Gibson, Rajna
-
1994
-
2. rev. Oct. 1993
Persistent link: https://www.econbiz.de/10000890491
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