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  A Non-Parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data
 
 
Title: A Non-Parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data
Author: J.A. Barria
S.G. Hall
Appeared in: Computational economics
Paging: Volume 19 (2002) nr. 3 pages 20 p.
Year: 2002-06
Contents:
Publisher: Kluwer Academic Publishers, Dordrecht, The Netherlands
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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