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~isPartOf:"Finance"
~isPartOf:"International Journal of Financial Studies"
~isPartOf:"Journal of risk"
~isPartOf:"Mathematics of operations research"
~type_genre:"Aufsatz in Zeitschrift"
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Unbiased sensitivity estimation of one-dimensional diffusion processes
Kang, Wanmo
;
Lee, Jong Mun
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 334-353
Persistent link: https://www.econbiz.de/10012001124
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2
On error estimates for asymptotic expansions with Malliavin weights : application to stochastic volatility model
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 513-541
Persistent link: https://www.econbiz.de/10011338705
Saved in:
3
First- and second-order Greeks in the Heston model
Chan, Jiun Hong
;
Joshi, Mark S.
;
Zhu, Dan
- In:
Journal of risk
17
(
2014/2015
)
4
,
pp. 19-69
Persistent link: https://www.econbiz.de/10013262933
Saved in:
4
Managing option-trading risk when mental accounting influences prices
Siddiqi, Hammad
- In:
Journal of risk
18
(
2015/2016
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013262946
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