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008 090217s2005 gw j eng d
020 _a9783540305910 (electronic bk.)
020 _a9783540262343 (paper)
035 _a(Springer)978-3-540-26234-3
039 9 _a200902171222
_bmuhaimin
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050 0 0 _aHG106
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082 0 4 _a332
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090 _aHG106
_b.F332 2005
100 1 _aFengler, Matthias R.
245 1 0 _aSemiparametric Modeling of Implied Volatility
_h[electronic resource] /
_cby Matthias R. Fengler.
260 _aBerlin, Heidelberg :
_bSpringer-Verlag Berlin Heidelberg,
_c2005.
300 _axv, 224 p. :
_bill., digital ;
_c24 cm.
440 0 _aSpringer Finance
650 0 _aFinance
_xMathematical models.
650 0 _aEstimation theory.
650 1 4 _aMathematics.
650 2 4 _aStatistics for Business/Economics/Mathematical Finance/Insurance.
650 2 4 _aQuantitative Finance.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer e-books
856 4 0 _uhttps://eresourcesptsl.ukm.remotexs.co/login?url=http://dx.doi.org/10.1007/3-540-30591-2
907 _a.b14118701
_b2022-04-06
_c2019-11-12
942 _n0
_kHG106 .F332 2005
914 _avtls003369307
998 _ae
_b2008-03-04
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