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~person:"Boschetti, M."
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A Quadratic Method for the Cal...
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Boschetti, M.
Salkin, Gerald R.
Christofides, N.
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Advances in futures and options research : a research annual
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Computing the black-scholes implied volatility : generalization of a simple formula
Bharadia, M. A. J.
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 15-29
Persistent link: https://www.econbiz.de/10001211319
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Exact methods for large-scale multi-period financial planning problems
Baldacci, R.
;
Boschetti, M.
;
Christofides, N.
; …
- In:
Computational Management Science
6
(
2009
)
3
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pp. 281-306
Persistent link: https://www.econbiz.de/10005061247
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