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~person:"Melenberg, Bertrand"
~subject:"stochastic volatility"
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Melenberg, Bertrand
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Statistical Inference for Stochastic Processes
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A Convenient Way to Characterize Equivalent Martingale Measures in Incomplete Markets
Melenberg, Bertrand
;
Werker, Bas
- In:
Statistical Inference for Stochastic Processes
2
(
1999
)
1
,
pp. 11-30
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