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~person:"Fengler, Matthias R."
~person:"Werner, Christian"
~subject:"Optionsgeschäft"
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Optionsgeschäft
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Fengler, Matthias R.
Werner, Christian
Herwartz, Helmut
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Option pricing under time varying correlation with conditional dependence : a copula based approach to recover the index skew from the constituent dynamics
Fengler, Matthias R.
;
Herwartz, Helmut
;
Werner, Christian
-
2010
Persistent link: https://www.econbiz.de/10009240321
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