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On pricing and hedging in financial markets with long-range dependence

✍ Scribed by Alexander Melnikov; Yuliya Mishura

Book ID: 107399517
Publisher: Springer-Verlag
Year: 2011
Tongue: English
Weight: 239 KB
Volume: 5
Category: Article
ISSN: 1862-9679
DOI: 10.1007/s11579-011-0048-z

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