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option pricing software
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PhD thesis
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dimitri.neumann@capitool.com
Working papers
Mathematical Finance:
C.D.D.Neumann
,
On the structure of Gaussian pricing models
and Gaussian Markov functional models
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J.K.Hoogland and C.D.D.Neumann,
Asians and cash dividends: exploiting symmetries in pricing theory
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J.K.Hoogland and C.D.D.Neumann,
Tradable schemes
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D.Bloch (DresdnerKW), J.K.Hoogland and C.D.D.Neumann,
Converting the Reset
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