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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of computational finance"
~person:"Gaudenzi, Marcellino"
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Option pricing theory
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Gaudenzi, Marcellino
Kirkby, J. Lars
5
Levendorskij, Sergej Z.
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International journal of theoretical and applied finance
The journal of computational finance
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Computational Management Science : CMS
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ECONIS (ZBW)
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The binomial interpolated lattice method for step double barrier options
Appolloni, Elisa
;
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010438537
Saved in:
2
The singular points binominal method for pricing American path-dependent options
Gaudenzi, Marcellino
;
Zanette, Antonino
;
Lepellere, …
- In:
The journal of computational finance
14
(
2010/11
)
1
,
pp. 29-56
Persistent link: https://www.econbiz.de/10008736753
Saved in:
3
Pricing and hedging American barrier options by a modified binomial method
Gaudenzi, Marcellino
;
Lepellere, Maria Antonietta
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 533-553
Persistent link: https://www.econbiz.de/10003347387
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