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~isPartOf:"Always learning"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Quantitative finance"
~person:"Burkovska, O."
~person:"Tempone, Raúl"
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Option pricing theory
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Burkovska, O.
Tempone, Raúl
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Discussion paper / Tinbergen Institute
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Pricing American options by exercise rate optimization
Bayer, Christian
;
Tempone, Raúl
;
Wolfers, Sören
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1749-1760
Persistent link: https://www.econbiz.de/10012295635
Saved in:
2
Implied stopping rules for American basket options from Markovian projection
Bayer, Christian
;
Häppölä, Juho
;
Tempone, Raúl
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 371-390
Persistent link: https://www.econbiz.de/10012194659
Saved in:
3
Calibration to American options : numerical investigation of the de-Americanization method
Burkovska, O.
;
Gass, M.
;
Glau, Kathrin
;
Mahlstedt, M.
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1091-1113
Persistent link: https://www.econbiz.de/10011911523
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