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~isPartOf:"Applied mathematical finance"
~isPartOf:"Rodney L. White Center for Financial Research"
~person:"Baptiste, Julien"
~person:"Barone-Adesi, Giovanni"
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Optionspreistheorie
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Baptiste, Julien
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Applied mathematical finance
Rodney L. White Center for Financial Research
Research paper series / Swiss Finance Institute
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Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
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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
Valuation of two-factor interest rate contingent claims using Green's theorem
Sorwar, Ghulam
;
Barone-Adesi, Giovanni
- In:
Applied mathematical finance
18
(
2011
)
3/4
,
pp. 277-289
Persistent link: https://www.econbiz.de/10009381923
Saved in:
4
Numerical evaluation of the critical price and American options
Allegretto, Walter
;
Barone-Adesi, Giovanni
;
Elliott, …
-
1994
Persistent link: https://www.econbiz.de/10000899141
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