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subject:"Optionsgeschäft"
~type_genre:"Article in journal"
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Optionsgeschäft
Approximation method
33
Iteratives Verfahren
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Theorie
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Mathematical programming
11
Mathematische Optimierung
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Newton's method
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Newton’s method
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Nichtlineare Optimierung
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Nonlinear programming
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Option pricing theory
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Optionspreistheorie
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Chang, Geunhyuk
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Kang, Jangkoo
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Loring, Matthew
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Journal of risk
1
The journal of futures markets
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ECONIS (ZBW)
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A Taylor series approach to pricing and implied volatility for local-stochastic volatility models
Loring, Matthew
;
Pagliarani, Stefano
;
Pascucci, Andrea
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 3-19
Persistent link: https://www.econbiz.de/10010476250
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2
An efficient approximation method for American exotic options
Chang, Geunhyuk
;
Kang, Jangkoo
;
Kim, Hwa-sung
;
Kim, In-joon
- In:
The journal of futures markets
27
(
2007
)
1
,
pp. 29-59
Persistent link: https://www.econbiz.de/10003492996
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