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~accessRights:"free"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~isPartOf:"Série de trabalhos para discussão"
~subject:"Portfolio selection"
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Option trading strategies based on semi-parametric implied volatility surface prediction
Audrino, Francesco
;
Colangelo, Dominik
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2009
Persistent link: https://www.econbiz.de/10003885898
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Robust one period option modelling
Lutgens, Frank Johannes Willem
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001733026
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