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Stochastic implied volatility : a factor-based model /

Univ., Phil. Diss.--Augsburg, 2004.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/249629851
Date January 2004
CreatorsHafner, Reinhold.
PublisherBerlin [u.a.] : Springer,
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish

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