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isPartOf:"Applied mathematical finance"
~subject:"European options"
~subject:"Swap"
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European options
Swap
Option trading
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Optionsgeschäft
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Applied mathematical finance
Review of derivatives research
5
International journal of theoretical and applied finance
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BIZ-Quartalsbericht
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Bank of Canada Discussion Paper
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Bloomberg financial series
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CentER dissertation series / Center for Economic Research, Tilburg University : CDS
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Derivatives accounting and risk management : key concepts and the impact of IAS 39
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Discussion paper / The Pensions Institute, Cass Business School, City University
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Essays in behavioural financial markets and asset pricing
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European journal of operational research : EJOR
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Financial innovation : FIN
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
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International review of economics & finance : IREF
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Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
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2
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
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3
Forward variance dynamics : Bergomi's model revisited
Aly, Sidi Mohamed Ould
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 84-107
Persistent link: https://www.econbiz.de/10010351856
Saved in:
4
Robust approximations for pricing Asian options and volatility swaps under stochastic volatility
Forde, Martin
;
Jacquier, Antoine
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 241-259
Persistent link: https://www.econbiz.de/10008653259
Saved in:
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