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subject:"Credit risk"
subject:"Derivat <Wertpapier>"
~institution:"Universität Trier"
~subject:"Risk measure"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Non-commercial literature"
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Projections of the stochastic discount factor and optimal volatility derivatives
Dyachenko, Artem
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2019
Persistent link: https://www.econbiz.de/10012416803
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