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~subject:"Option trading"
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Option trading
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forward risk adjusted measure
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Aase Nielsen, Jørgen
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Sandmann, Klaus
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Journal of financial and quantitative analysis : JFQA
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Pricing bounds on Asian options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 449-473
Persistent link: https://www.econbiz.de/10001766894
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2
The pricing of Asian options under stochastic interest rates
Aase Nielsen, Jørgen
-
1995
Persistent link: https://www.econbiz.de/10000922816
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3
Equity-linked life insurance : a model with stochastic interest rates
Aase Nielsen, Jørgen
-
1994
Persistent link: https://www.econbiz.de/10000897651
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