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~subject:"Optionspreistheorie"
~type_genre:"Konferenzschrift"
~type_genre:"Thesis"
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Robust calibration of the Libor market model and pricing of derivative products
Schätz, Dennis
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2011
Persistent link: https://www.econbiz.de/10009551549
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Efficient pricing of high-dimensional American-style derivatives : a robust regression Monte Carlo method
Jonen, Christian
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2011
Persistent link: https://www.econbiz.de/10010204985
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Efficient hedging in incomplete markets under model uncertainty
Kirch, Michael
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contributor
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001643060
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