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Risk aversion, intertemporal substitution, and option pricing
Garcia, René
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Renault, Eric
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1998
Persistent link: https://www.econbiz.de/10000984192
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A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte
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Décamps, Jean-Paul
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Koehl, …
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1996
Persistent link: https://www.econbiz.de/10000936713
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