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~person:"Caliskan, Nilüfer"
~person:"De Giorgi, Enrico"
~person:"Dyachenko, Artem"
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Optimal volatility dependent derivatives in the stochastic volatility model
Dyachenko, Artem
;
Rieger, Marc Oliver
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 24-44
Persistent link: https://www.econbiz.de/10012612918
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