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~person:"Jacod, Jean"
~person:"Renault, Olivier"
~type_genre:"Book section"
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
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An autoregressive conditional binominal option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 353-373)
.
2002
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