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~isPartOf:"Applied mathematical finance"
~person:"Kumar, Rohini"
~subject:"Estimation"
~subject:"Volatility"
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Effect of volatility clustering on indifference pricing of options by convex risk measures
Kumar, Rohini
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 63-82
Persistent link: https://www.econbiz.de/10010505169
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