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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Cheang, Gerald H. L."
~type_genre:"Bibliography included"
~type_genre:"Non-commercial literature"
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Cheang, Gerald H. L.
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Approximate hedging of options under jump-diffusion processes
Mina, Karl
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Cheang, Gerald H. L.
;
Chiarella, Carl
-
2013
Persistent link: https://www.econbiz.de/10010245506
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