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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Glasserman, Paul"
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Option pricing theory
5
Optionspreistheorie
5
Theorie
4
Theory
4
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3
Aktienoption
1
Derivat
1
Derivative
1
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Glasserman, Paul
Takahashi, Akihiko
10
Chen, Son-nan
7
Fabozzi, Frank J.
7
Wu, Ting-pin
7
Dai, Min
6
Hull, John
6
White, Alan
6
Broadie, Mark
5
Chiarella, Carl
5
Duan, Jin-Chuan
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Kwok, Yue-Kuen
5
Boyle, Phelim P.
4
Das, Sanjiv R.
4
Ederington, Louis H.
4
Fujita, Takahiko
4
Leisen, Dietmar
4
Muroi, Yoshifumi
4
Ritchken, Peter H.
4
Tian, Yisong Sam
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Wu, Liuren
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Zenios, Stauros Andrea
4
Bernard, Carole
3
Branger, Nicole
3
Carr, Peter
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Chang, Chien-hung
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Chaput, J. Scott
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Elliott, Robert J.
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Fujii, Masaaki
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Hui, Cho H.
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Kariya, Takeaki
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Klebaner, Fima C.
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Kort, Peter M.
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Lehnert, Thorsten
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Lin, Yueh-neng
3
Madan, Dilip B.
3
Newton, David P.
3
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Asia-Pacific financial markets
Journal of economic dynamics & control
The journal of derivatives : the official publication of the International Association of Financial Engineers
Finance and stochastics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The journal of computational finance
3
Quantitative finance
2
Applications of mathematics : stochastic modelling and applied probability
1
Columbia Business School Research Paper
1
International journal of theoretical and applied finance
1
Management Science
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Office of Financial Research Working Paper
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Paine Webber working paper series in money, economics and finance
1
The professional risk managers' guide to finance theory and application
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ECONIS (ZBW)
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1
Saddlepoint approximations for affine jump-diffusion models
Glasserman, Paul
;
Kim, Kyoung-kuk
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 15-36
Persistent link: https://www.econbiz.de/10003810117
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2
Enhanced Monte Carlo estimates for American
option
prices
Broadie, Mark
- In:
The journal of derivatives : the official publication …
5
(
1997
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001226468
Saved in:
3
Importance sampling in the Health-Jarrow-Morton framework
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 32-50
Persistent link: https://www.econbiz.de/10001432466
Saved in:
4
Pricing American style securities using simulation
Broadie, Mark
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1323-1352
Persistent link: https://www.econbiz.de/10001222047
Saved in:
5
Monte Carlo methods for security pricing
Boyle, Phelim P.
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1267-1321
Persistent link: https://www.econbiz.de/10001222048
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