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Das Vanna-Volga-Modell zur Konstruktion implizierter Volatilitäten : Ermittlung konsistenter Marktpreise für europäische DAX-Optionen
Eren, Murat
- In:
Risiko-Manager
(
2008
)
7
,
pp. 20-25
Persistent link: https://www.econbiz.de/10003667978
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