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~person:"Carr, Peter"
~subject:"Currency derivative"
~subject:"Hedging"
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Carr, Peter
Ibhagui, Oyakhilome
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 685-716
Persistent link: https://www.econbiz.de/10010190886
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2
Multi-asset stochastic local variance contracts
Carr, Peter
;
Laurence, Peter
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10008935704
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