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Mathematical
Finance: |
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J.K.Hoogland, C.D.D.Neumann
and M.H. Vellekoop,
Symmetries in jump-diffusion models with applications in option pricing
and credit risk, IJTAF, vol. 6, no. 2
(2003), p135-172 |
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abstract |
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J.K.Hoogland and
C.D.D.Neumann, Local scale invariance and contingent claim
pricing, IJTAF, vol.4, no.1 (2001), p1-21 |
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abstract |
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J.K.Hoogland and C.D.D.Neumann,
Local scale invariance and contingent claim pricing II: path-dependent
contingent claims, IJTAF, vol.4, no.1
(2001), p.23-43 |
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abstract |
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String
theory: |
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C.D.D.
Neumann, Perturbative BPS-algebras in
superstring theory,
Nuclear Physics B 499:596, 1997 (hep-th/9702197) |
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article |
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abstract |
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C.D.D.
Neumann, The elliptic genus of Calabi-Yau
3- and 4-folds, product formulae and generalized Kac-Moody algebras,
Journal of Geometry And Physics 29:5,
1999 (hep-th/9607029) |
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