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~institution:"Centre for Analytical Finance <Århus>"
~language:"eng"
~subject:"Optionspreistheorie"
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Optionspreistheorie
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Testing the martingale restriction for option implied densities
Busch, Thomas
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contributor
)
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
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