Gonçalo Dos Reis

affiliation not provided to SSRN

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Pricing and Hedging of Derivatives Based on Nontradable Underlyings

Mathematical Finance, Vol. 20, Issue 2, pp. 289-312, April 2010
Number of pages: 24 Posted: 29 Mar 2010
Stefan Ankirchner, Peter Imkeller and Gonçalo Dos Reis
University of Bonn, Humboldt University of Berlin - Department of Mathematics and affiliation not provided to SSRN
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Abstract:

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