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~person:"Derman, Emanuel"
~person:"Fuhrmann, Wilfried"
~subject:"Theory"
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Stochastic implied trees : arbitrage pricing with stochastic term and strike structure of volatility
Derman, Emanuel
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 61-110
Persistent link: https://www.econbiz.de/10001236674
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Warenterminbörsen
Plötz, Georg
-
1995
Persistent link: https://www.econbiz.de/10000907040
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