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~isPartOf:"Applied mathematical finance"
~person:"Fabozzi, Frank J."
~person:"Kallsen, Jan"
~subject:"Derivat"
~subject:"Optionspreistheorie"
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Fabozzi, Frank J.
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Variance-optimal
hedging
for time-changed Lévy processes
Kallsen, Jan
;
Pauwels, Arnd Philipp
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009154430
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