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~isPartOf:"Always learning"
~isPartOf:"The journal of computational finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Lagunas-Merino, Marc"
~subject:"Volatilität"
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Lagunas-Merino, Marc
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The journal of computational finance
The journal of finance : the journal of the American Finance Association
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High-order approximations to call option prices in the Heston model
Gulisashvili, Archil
;
Lagunas-Merino, Marc
;
Merino, Raúl
; …
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012421960
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