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~isPartOf:"Journal of banking & finance"
~person:"Platen, Eckhard"
~subject:"Volatilität"
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Volatilität
3/2 Stochastic volatility model
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Platen, Eckhard
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Journal of banking & finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
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