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isPartOf:"Applied mathematical finance"
~isPartOf:"The European journal of finance"
~person:"Aoudia, Djilali Ait"
~person:"Ting, Sai Hung Marten"
~subject:"Stochastic process"
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Option pricing theory
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Aoudia, Djilali Ait
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Applied mathematical finance
The European journal of finance
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Pricing occupation-time options in a mixed-exponential jump-diffusion model
Aoudia, Djilali Ait
;
Renaud, Jean-François
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011546980
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Asymptotic solutions for Australian options with low volatility
Ting, Sai Hung Marten
;
Ewald, Christian-Oliver
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 595-613
Persistent link: https://www.econbiz.de/10010500870
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