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Pricing of Derivatives on Mean-Reverting Assets by Bj?rn Lutz (English) Paperbac
- Item No : 156980362483
- Condition : Brand New
- Brand : No brand Info
- Seller : the_nile
- Current Bid : US $72.28
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* Item Description
- One possible solution for this paradox is the assumption that the market is incomplete. ubingen, Rainer Schobel. This leads to new and rather complex models, where the resulting Riccati systems are dif'cult to solve.
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