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type_genre:"Arbeitspapier"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~type_genre:"Collection of articles written by one author"
~type_genre:"Conference proceedings"
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Search: subject_exact:"Differenzengleichung"
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6
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6
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5
Optionspreistheorie
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Platen, Eckhard
7
Chiarella, Carl
5
Craddock, Mark
2
Fanelli, Viviana
2
Hulley, Hardy
2
Musti, Silvana
2
Rendek, Renata
2
Ziogas, Andrew
2
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1
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1
Cheang, Gerald H. L.
1
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1
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1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Discussion papers of interdisciplinary research project 373
16
CESifo working papers
9
SFB 649 discussion paper
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
5
CARF working paper
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CIRJE discussion papers / F series
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4
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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ECONIS (ZBW)
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1
Lie symmetry methods for multidimensional linear, parabolic PDES and diffusions
Craddock, Mark
;
Lennox, Kelly A.
-
2010
Persistent link: https://www.econbiz.de/10008662183
Saved in:
2
On explicit probability laws for classes of scalar diffusions
Craddock, Mark
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10003857525
Saved in:
3
A visual criterion for identifying Itô diffusions as martingalesor strict local martingales
Hulley, Hardy
;
Platen, Eckhard
-
2009
Persistent link: https://www.econbiz.de/10008662355
Saved in:
4
Exact scenario simulation for selected multi-dimensional stochastic processes
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662360
Saved in:
5
Quasi-exact approximation of hidden Markov chain filters
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662361
Saved in:
6
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
7
The representation of American options prices under stochastic volatility and jump-diffusion dynamics
Cheang, Gerald
;
Chiarella, Carl
;
Ziogas, Andrew
-
2009
Persistent link: https://www.econbiz.de/10009233319
Saved in:
8
Hedge portfolios in markets with price discontinuities
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003856801
Saved in:
9
The evaluation of American option prices under stochastic volatility and jump-diffusion dynamics using the method of lines
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
-
2008
Persistent link: https://www.econbiz.de/10003856817
Saved in:
10
Distributional deviations in random number generation in finance
Chavez, Sergio
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857127
Saved in:
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