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Title: Options on portfolios of options and multivariate option pricing and hedging.
Author: Matsumoto, Manabu.
ISNI:       0000 0001 3621 3380
Awarding Body: Imperial College London (University of London)
Current Institution: Imperial College London
Date of Award: 2000
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No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Derivative securities; Martingale method