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Issue Date | Title | Author(s) |
---|---|---|
2017-01-01 | Pricing of asian-type and basket options via bounds | Novikov, A; Alexander, S; Kordzakhia, N; Ling, T |
2014-01-01 | On moments of pitman estimators: The case of fractional Brownian motion | Novikov, A; Kordzakhia, N; Ling, T |
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