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isPartOf:"Applied mathematical finance"
~isPartOf:"Applied financial economics"
~person:"Jacquier, Antoine"
~subject:"Risk"
~subject:"Stochastischer Prozess"
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Robust approximations for pricing Asian options and volatility swaps under stochastic volatility
Forde, Martin
;
Jacquier, Antoine
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 241-259
Persistent link: https://www.econbiz.de/10008653259
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