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type_genre:"Aufsatz im Buch"
~isPartOf:"Frontiers in quantitative finance : volatility and credit risk modeling"
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Frontiers in quantitative finance : volatility and credit risk modeling
Essays on quantitative finance in the context of statistical arbitrage
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A moment approach to static arbitrage
Aspremont, Alexandre d'
- In:
Frontiers in quantitative finance : volatility and …
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(pp. 3-18)
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2009
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