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Published by Bibliogov, 2012
ISBN 10: 1249569931ISBN 13: 9781249569930
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Book
Condition: New.
Published by BiblioGov, 2012
ISBN 10: 1249569931ISBN 13: 9781249569930
Seller: moluna, Greven, Germany
Book
Condition: New. KlappentextThe impact of jumps, regime switches, and linearly changing correlation term structures on the risk management of basket options has been examined in this paper. First, the results show that there is an asymmetric correlation .