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~isPartOf:"Journal of contemporary management : JMC"
~subject:"Optionspreistheorie"
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Optionspreistheorie
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Journal of contemporary management : JMC
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Strategic asset valuation and higher stochastic moments : an adjusted black-scholes model
Milanesi, Gastón
;
Pesce, Gabriela
;
El Alabi, Emilio
- In:
Journal of contemporary management : JMC
4
(
2015
)
3
,
pp. 95-106
Persistent link: https://www.econbiz.de/10011392906
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