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accessRights:"restricted"
~person:"Kirkby, J. Lars"
~person:"Serletis, Apostolos"
~subject:"Markov chain approximation"
~type_genre:"Aufsatz in Zeitschrift"
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Markov chain approximation
Markov chain
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Kirkby, J. Lars
Serletis, Apostolos
Li, Lingfei
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Zhang, Gongqiu
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European journal of operational research : EJOR
1
The journal of computational finance
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ECONIS (ZBW)
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1
Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation
Kirkby, J. Lars
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 961-978
Persistent link: https://www.econbiz.de/10013482166
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2
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
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