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~person:"Fusai, Gianluca"
~type_genre:"Aufsatz im Buch"
~type_genre:"Multi-volume publication"
~type_genre:"Systematic review"
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Option pricing theory
4
Optionspreistheorie
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Fourier transform
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Option trading
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Fusai, Gianluca
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Application of operations research to financial markets
1
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
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Hilbert transform, spectral filters and option pricingh
Phelan, Carolyn E.
;
Marazzina, Daniele
;
Fusai, Gianluca
; …
- In:
Application of operations research to financial markets
,
(pp. 273-298)
.
2019
Persistent link: https://www.econbiz.de/10012157552
Saved in:
2
Accurate pricing of swaptions via lower bound
Gambaro, Anna Maria
;
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 183-208)
.
2018
Persistent link: https://www.econbiz.de/10011898636
Saved in:
3
Levy processes and option pricing by recursive quadrature
Fusai, Gianluca
;
Longo, Giovanni
;
Marena, Marina
; …
-
2012
Persistent link: https://www.econbiz.de/10009579937
Saved in:
4
Levy processes and option pricing by recursive quadrature
Fusai, Gianluca
;
Longo, Giovanni
;
Marena, Marina
; …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 31-57)
.
2009
Persistent link: https://www.econbiz.de/10003867857
Saved in:
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