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isPartOf:"Finance and stochastics"
~isPartOf:"Economics Papers from University Paris Dauphine"
~isPartOf:"Springer finance"
~subject:"Derivat"
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Computing deltas without derivatives
Baños, D.
;
Meyer-Brandis, T.
;
Proske, Frank
;
Duedahl, S.
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 509-549
Persistent link: https://www.econbiz.de/10011944403
Saved in:
2
Computational methods for quantitative finance : finite element methods for derivative pricing
Hilber, Norbert
;
Reichmann, Oleg
;
Schwab, Christoph
; …
-
2013
Persistent link: https://www.econbiz.de/10009715312
Saved in:
3
Pricing contingent claims with credit risk : asymptotic expansion approach
Muroi, Yoshifumi
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 415-427
Persistent link: https://www.econbiz.de/10002946754
Saved in:
4
Mathematical models of financial derivatives : with 2 tables
Kwok, Yue-Kuen
-
1998
Persistent link: https://www.econbiz.de/10000628948
Saved in:
5
Risk-neutral valuation : pricing and hedging of financial derivatives
Bingham, Nicholas H.
;
Kiesel, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10008729669
Saved in:
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