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type_genre:"Government document"
~person:"Gaudenzi, Marcellino"
~subject:"Optionspreistheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Optionspreistheorie
Option pricing theory
6
Option trading
6
Optionsgeschäft
6
Black-Scholes model
2
Black-Scholes-Modell
2
Theorie
2
Theory
2
American options
1
Binomial methods
1
Combinatorial formulas
1
Dividend
1
Dividende
1
Hedging
1
ParAsian options
1
Parisian options
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Step double barrier options
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Tree methods
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binomial method
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interpolation
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Government document
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Gaudenzi, Marcellino
Wang, Xingchun
20
Lee, Hangsuck
13
Zhang, Jin E.
12
Cui, Zhenyu
11
Carr, Peter
10
Zanette, Antonino
10
Kwok, Yue-Kuen
9
Ryu, Doojin
9
Cai, Ning
8
Escobar, Marcos
8
He, Xin-Jiang
8
Joshi, Mark S.
8
Kirkby, J. Lars
8
Fusai, Gianluca
7
Kim, Sol
7
Orosi, Greg
7
Schoutens, Wim
7
Stentoft, Lars
7
Elliott, Robert J.
6
Hobson, David G.
6
Kitapbayev, Yerkin
6
Kou, Steven
6
Lee, Minha
6
Levendorskij, Sergej Z.
6
Madan, Dilip B.
6
Ruan, Xinfeng
6
Siu, Tak Kuen
6
Takahashi, Akihiko
6
Todorov, Viktor
6
Zhu, Song-Ping
6
Alexander, Carol
5
Benth, Fred Espen
5
Bernales, Alejandro
5
Bernard, Carole
5
Borochin, Paul
5
Chen, Son-nan
5
Chung, San-lin
5
Gehricke, Sebastian A.
5
Ha, Hongjun
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Decisions in economics and finance : DEF ; a journal of applied mathematics
2
International journal of theoretical and applied finance
2
Computational Management Science : CMS
1
The journal of computational finance
1
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ECONIS (ZBW)
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1
Fast binomial procedures for pricing Parisian/ParAsian options
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
Computational Management Science : CMS
14
(
2017
)
3
,
pp. 313-331
Persistent link: https://www.econbiz.de/10011710827
Saved in:
2
The binomial interpolated lattice method for step double barrier options
Appolloni, Elisa
;
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010438537
Saved in:
3
The singular points binominal method for pricing American path-dependent options
Gaudenzi, Marcellino
;
Zanette, Antonino
;
Lepellere, …
- In:
The journal of computational finance
14
(
2010/11
)
1
,
pp. 29-56
Persistent link: https://www.econbiz.de/10008736753
Saved in:
4
Pricing American barrier options with discrete dividends by binomial trees
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
2
,
pp. 129-148
Persistent link: https://www.econbiz.de/10003893186
Saved in:
5
Pricing and hedging American barrier options by a modified binomial method
Gaudenzi, Marcellino
;
Lepellere, Maria Antonietta
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 533-553
Persistent link: https://www.econbiz.de/10003347387
Saved in:
6
An efficient binomial method for pricing American options
Gaudenzi, Marcellino
;
Pressacco, Flavio
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003837087
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