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scientific article
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scientific article

    Statements

    publication date
    9 September 2015
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    zbMATH Keywords
    option pricing
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    stochastic interest rate
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    dynamic correlation
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91G30
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    91G80
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    35Q91
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    zbMATH DE Number
    6479820
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