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R. Hafner
Information about the author R. Hafner will soon be added to the site.
Found
2 papers
in total
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Pricing discrete knock-out options with tree methods
1999
This paper investigates the pricing of discrete knock-out options with tree methods....
Construction of minimax-tests for bounded families of probability-densities
1993
A new method for the construction of least favourable pairs of densities and of...
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