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2003-12-01
Pricing of index options under a minimal market model with log-normal scaling
Heath, D
;
Platen, E
2005-12-01
Currency derivatives under a minimal market model with random scaling
Heath, D
;
Platen, E
2001-01-01
A comparison of two quadratic approaches to hedging in incomplete markets
Heath, D
;
Platen, E
;
Schweizer, M
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Finance
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