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~subject:"Black-Scholes-Modell"
~subject:"Zeitreihenanalyse"
~source:"als-doc"
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Prigent, Jean-Luc
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International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
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USB Cologne (business full texts)
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Option Pricing with Discrete Rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
2002
This paper considers the option pricing when dynamic portfolios are discretely rebalanced.
Persistent link: https://www.econbiz.de/10005843341
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