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scientific article; zbMATH DE number 1124633
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scientific article; zbMATH DE number 1124633

    Statements

    publication date
    8 May 2000
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    zbMATH Keywords
    futures prices
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    robustness
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    option prices
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    Black-Scholes model
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    91G20
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    62G99
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    zbMATH DE Number
    1124633
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