PRICING AND HEDGING OF DERIVATIVES BASED ON NONTRADABLE...

PRICING AND HEDGING OF DERIVATIVES BASED ON NONTRADABLE UNDERLYINGS

Stefan Ankirchner, Peter Imkeller, Gonçalo Dos Reis
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Volume:
20
Year:
2010
Language:
english
Pages:
24
DOI:
10.1111/j.1467-9965.2010.00398.x
File:
PDF, 237 KB
english, 2010
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