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The illusions of dynamic replication
Authors:
Emanuel Derman a;
Nassim Nicholas Taleb b
| Affiliations: | a Columbia University and Prisma Capital Partners LP, |
| b University of Massachusetts, Amherst and Empirica LLC, |
DOI:
10.1080/14697680500305105
Publication Frequency:
8 issues per year
Number of References: 14
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