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Option pricing under model and parameter uncertainty using predictive densities

✍ Scribed by F. O. Bunnin; Y. Guo; Y. Ren

Book ID: 110319071
Publisher: Springer US
Year: 2002
Tongue: English
Weight: 90 KB
Volume: 12
Category: Article
ISSN: 0960-3174
DOI: 10.1023/a:1013116204872

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