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scientific article; zbMATH DE number 6921252
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scientific article; zbMATH DE number 6921252

    Statements

    author
    N. Issaranusorn
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    Sanae Rujivan
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    Khamron Mekchay
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    publication date
    21 August 2018
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    zbMATH DE Number
    6921252
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    zbMATH Keywords
    gold futures
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    European options
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    no-arbitrage prices
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    instantaneous convenience yields
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