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scientific article
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scientific article

    Statements

    author
    Marco Avellaneda
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    Robert Buff
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    Craig Friedman
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    Nicolas Grandechamp
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    Łukasz Kruk
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    Joshua Newman
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    publication date
    13 January 2002
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    zbMATH DE Number
    1619441
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    zbMATH Keywords
    pricing
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    hedging
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    Monte Carlo models
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    stochastic volatility models
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    term-structure models
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