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~isPartOf:"Asia-Pacific financial markets"
~person:"Chiarella, Carl"
~person:"Meng, Li"
~subject:"Black-Scholes-Modell"
~subject:"CAPM"
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Comparison of Black-Scholes formula with fractional Black-Scholes formula in the foreign exchange
option
market with changing volatility
Meng, Li
;
Wang, Mei
- In:
Asia-Pacific financial markets
17
(
2010
)
2
,
pp. 99-111
Persistent link: https://www.econbiz.de/10009237122
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2
Classes of interest rate models under the HJM framework
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Asia-Pacific financial markets
8
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001601026
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