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~isPartOf:"Applied mathematical finance"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working papers"
~person:"Oosterlee, Cornelis Willebrordus"
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
4
Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
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Option trading
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Optionsgeschäft
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Volatility
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Oosterlee, Cornelis Willebrordus
Kwok, Yue-Kuen
9
Chung, San-lin
7
Câmara, António
7
Kang, Jangkoo
7
Wang, Yaw-huei
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Applied mathematical finance
Decisions in economics and finance : DEF ; a journal of applied mathematics
The journal of futures markets
Working papers
The journal of computational finance
4
Risks : open access journal
3
International journal of theoretical and applied finance
2
International journal of financial engineering
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ECONIS (ZBW)
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On a neural network to extract implied information from american options
Liu, Shuaiqiang
;
Leitao, Álvaro
;
Borovykh, Anastasia
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 449-475
Persistent link: https://www.econbiz.de/10013411712
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2
Model-free stochastic collocation for an arbitrage-free implied volatility, part I
Le Floc'h, Fabien
;
Oosterlee, Cornelis Willebrordus
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 679-714
Persistent link: https://www.econbiz.de/10012127314
Saved in:
3
On the modelling of nested risk-neutral stochastic processes with applications in insurance
Singor, S. N.
;
Boer, A.
;
Alberts, J. S. C.
;
Oosterlee, …
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 302-336
Persistent link: https://www.econbiz.de/10011815235
Saved in:
4
Counterparty credit exposures for interest rate derivatives using the stochastic grid bundling method
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 175-196
Persistent link: https://www.econbiz.de/10011704227
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