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~subject:"Black-Scholes model"
~subject:"Mathematical programming"
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Search: person:"Rachev, Svetlozar T."
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Black-Scholes model
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Fabozzi, Frank J.
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Račev, Svetlozar T.
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Biglova, Almira
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Menn, Christian
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Valuation, financial modeling, and quantitative tools
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Optimizing optimization : the next generation of optimization applications and theory
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ECONIS (ZBW)
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Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira
;
Ortobelli, Sergio
;
Račev, Svetlozar T.
; …
- In:
Optimizing optimization : the next generation of …
,
(pp. 117-141)
.
2010
Persistent link: https://www.econbiz.de/10003939075
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2
Black-Scholes option pricing model
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765707
Saved in:
3
Principles of optimization for portfolio selection
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765845
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