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Derman and Taleb's 'The illusions of dynamic replication': a comment 

Authors: Doriana Ruffino a; Jonathan Treussard a
Affiliation:   a Department of Economics, Boston University, Boston, USA
DOI: 10.1080/14697680600868283
Publication Frequency: 8 issues per year
Published in: journal Quantitative Finance, Volume 6, Issue 5 October 2006 , pages 365 - 367
Formats available: HTML (English) : PDF (English)
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