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Search: subject:"Local volatility model"
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Option pricing theory
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ECONIS (ZBW)
15
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Static versus dynamic hedges: an empirical comparison for barrier options
Engelmann, Bernd
;
Fengler, Matthias
;
Nalholm, Morten
; …
- In:
Review of Derivatives Research
9
(
2006
)
3
,
pp. 239-264
Persistent link: https://www.econbiz.de/10005709832
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