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Issue Date | Title | Author(s) |
---|---|---|
27 January 2009 | Type I and type II fractional Brownian motions: a reconsideration | Davidson, James; Hashimzade, Nigar |
1 August 2009 | Hedging and value at risk: a semi-parametric approach | Cao, Zhiguang; Harris, Richard D. F.; Shen, Jane |