A Non-Parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data
| Year of publication: |
2002
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|---|---|
| Authors: | Barria, J.A. ; Hall, S.G. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 19.2002, 3, p. 303-322
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