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~isPartOf:"Applied mathematical finance"
~isPartOf:"Asia-Pacific financial markets"
~language:"eng"
~person:"Ahn, Hyungsok"
~person:"Baptiste, Julien"
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Option pricing theory
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Ahn, Hyungsok
Baptiste, Julien
Takahashi, Akihiko
10
Chiarella, Carl
6
Eberlein, Ernst
6
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6
Sircar, Kaushik Ronnie
6
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5
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4
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4
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4
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4
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Diffusion equations : convergence of the functional scheme derived from the binomial tree with local volatility for non smooth payoff functions
Baptiste, Julien
;
Lépinette, Emmanuel
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 511-532
Persistent link: https://www.econbiz.de/10012129179
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2
Approximation of non-Lipschitz SDEs by Picard iterations
Baptiste, Julien
;
Grepat, Julien
;
Lepinette, Emmanuel
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 148-179
Persistent link: https://www.econbiz.de/10011959124
Saved in:
3
Various passport options and their valuation
Ahn, Hyungsok
;
Penaud, Antony
;
Wilmott, Paul
- In:
Applied mathematical finance
6
(
1999
)
4
,
pp. 275-292
Persistent link: https://www.econbiz.de/10001517817
Saved in:
4
Exotic passport options
Penaud, Antony
;
Wilmott, Paul
;
Ahn, Hyungsok
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 171-182
Persistent link: https://www.econbiz.de/10001449321
Saved in:
5
Optimal hedging strategies for misspecified asset price models
Ahn, Hyungsok
;
Muni, Adviti
;
Swindle, Glen H.
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 197-208
Persistent link: https://www.econbiz.de/10001490690
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