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subject:"Option pricing theory"
~person:"Döring, Leif"
~person:"Joshi, Mark S."
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Option pricing theory
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Döring, Leif
Joshi, Mark S.
Chen, Nan
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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International journal of theoretical and applied finance
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Functional analytic (ir-)regularity properties of SABR-type processes
Döring, Leif
;
Horvath, Blanka Nora
;
Teichmann, Josef
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011686937
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2
First and second order Greeks in the Heston model
Chan, Jiun Hong
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806607
Saved in:
3
Fast and accurate long stepping simulation of the Heston stochastic volatility model
Chan, Jiun Hong
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806610
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