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Contribution Details

Type Dissertation
Scope Discipline-based scholarship
Title Option pricing and market risk management in the presence of jump risk
Organization Unit
Authors
  • Nikola Vasiljevic
Supervisors
  • Markus Leippold
  • Marc Chesney
  • Erich Walter Farkas
  • Loriano Mancini
Language
  • English
Institution University of Zurich
Faculty Faculty of Economics, Business Administration and Information Technology
Number of Pages 180
Date 2016
Other Identification Number merlin-id:13293
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