search query: @author Omberg, E. / total: 2
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1.
The expected utility of the doubling strategy.
Journal of Finance
1989 : JUN, VOL. 44:2, p. 515-524
 1989 Omberg, E.
2.
Efficient discrete time jump process models in option pricing.
Journal of Financial and Quantitative Analysis
1988 : JUN, VOL. 23:2, p. 161-174
 1988 Omberg, E.
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