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雷达卡
Mathematical finance (journal)\October 2004 Volume 14
有以下6篇文章：
Dynamic Minimization of Worst Conditional Expectation of Shortfall
MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE-EXERCISE OPTIONS
QUADRATIC TERM STRUCTURE MODELS FOR RISK-FREE AND DEFAULTABLE RATE
STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE q-OPTIMAL MEASURE
THE SQUARED ORNSTEIN-UHLENBECK MARKET
vasicek beyond the normal
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本附件包括：- vasicek beyond the normal.pdf
- Dynamic Minimization of Worst Conditional Expectation of Shortfall.pdf
- MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE-EXERCISE OPTIONS.pdf
- QUADRATIC TERM STRUCTURE MODELS FOR RISK-FREE AND DEFAULTABLE RATE.pdf
- STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE q-OPTIMAL MEASURE.pdf
- THE SQUARED ORNSTEIN-UHLENBECK MARKET.pdf
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