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An empirical analysis of equity market expectations in the recent financial turmoil using implied moments and jump diffusion processes
Sugihara, Yoshihiko
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Oda, Nobuyuki
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2010
Persistent link: https://www.econbiz.de/10003982619
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Optimal execution of multiasset block orders under stochastic liquidity
Makimoto, Naoki
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Sugihara, Yoshihiko
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2010
Persistent link: https://www.econbiz.de/10008748180
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