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5 - Prediction and Basket Derivative Pricing

Published online by Cambridge University Press:  05 October 2014

Patrick Gagliardini  and
Christian Gouriéroux
Patrick Gagliardini
Affiliation:
Universita della Svizzera Italiana, Switzerland
Christian Gouriéroux
Affiliation:
University of Toronto
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Granularity Theory with Applications to Finance and Insurance , pp. 103 - 128
Publisher: Cambridge University Press
Print publication year: 2014

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