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~isPartOf:"Applied mathematical finance"
~isPartOf:"Risks : open access journal"
~isPartOf:"The review of financial studies"
~isPartOf:"Working papers"
~person:"Howison, Sam"
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Option pricing theory
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Optionspreistheorie
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Howison, Sam
Benth, Fred Espen
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Eberlein, Ernst
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Oosterlee, Cornelis Willebrordus
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Madan, Dilip B.
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Sabino, Piergiacomo
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Applied mathematical finance
Risks : open access journal
The review of financial studies
Working papers
Mathematical finance
11
Birkbeck working papers in economics and finance : BWPEF
1
Review of derivatives research
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A matched asymptotic expansions approach to continuity corrections for discretely sampled options : Part 1: barrier options
Howison, Sam
;
Steinberg, Mario
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 63-89
Persistent link: https://www.econbiz.de/10003542939
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2
A matched asymptotic expansions approach to continuity corrections for discretely sampled options : Part 2: Bermudan options
Howison, Sam
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 91-104
Persistent link: https://www.econbiz.de/10003542976
Saved in:
3
On the pricing and hedging of volatility derivatives
Howison, Sam
;
Rafailidis, Avraam
;
Rasmussen, Henrik
- In:
Applied mathematical finance
11
(
2004
)
4
,
pp. 317-346
Persistent link: https://www.econbiz.de/10002458545
Saved in:
4
Trading volume in models of financial derivatives
Howison, Sam
;
Lamper, David
- In:
Applied mathematical finance
8
(
2001
)
2
,
pp. 119-135
Persistent link: https://www.econbiz.de/10001628629
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