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scientific article; zbMATH DE number 1440968
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scientific article; zbMATH DE number 1440968

    Statements

    author
    Robert Buff
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    Craig Friedman
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    Nicolas Grandchamp
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    Łukasz Kruk
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    Joshua Newman
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    Marco Avellaneda
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    publication date
    22 July 2002
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    zbMATH DE Number
    1440968
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    zbMATH Keywords
    Monte Carlo models
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    market prices
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    benchmark securities
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    variance
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