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~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of banking & finance"
~person:"Aly, Sidi Mohamed Ould"
~subject:"Derivat"
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Forward variance dynamics : Bergomi's model revisited
Aly, Sidi Mohamed Ould
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 84-107
Persistent link: https://www.econbiz.de/10010351856
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