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isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~isPartOf:"CAMA working paper series"
~person:"Hurd, T.R."
~person:"Stentoft, Lars"
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Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Option pricing theory
3
Optionspreistheorie
3
Kleinste-Quadrate-Methode
2
Least squares method
2
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Hurd, T.R.
Stentoft, Lars
Nason, James Michael
4
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2
Chan, Joshua
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Chan, Joshua C. C.
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Christensen, Bent Jesper
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1
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1
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1
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1
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
CAMA working paper series
Journal of risk and financial management : JRFM
4
Finance research letters
1
Handbook of research methods and applications in empirical finance
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Journal of empirical finance
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ECONIS (ZBW)
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A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
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2
Convergence of the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
Saved in:
3
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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