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Optimization and Optimal Control James J the presented shot noise models

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the presented shot noise models are able to reproduce volatility smile effects which can be observed in financial markets

Diese Studie stellt einen Versuch dar

SPANOS -- C

October 2-7

Optimization and Optimal Control James J the presented shot noise modelsAnmerkung der Shop Redaktion: Leider liegt bei uns fr dieses Buch (noch) keine Beschreibung vor. Proceedings of a Conference held at Oberwolfach, November 17 23, 1974

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