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~isPartOf:"International journal of theoretical and applied finance"
~person:"Alghalith, Moawia"
~person:"Barone-Adesi, Giovanni"
~person:"Schoutens, Wim"
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Search: subject_exact:"Option pricing theory"
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Option pricing theory
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Optionspreistheorie
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Hedging
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Alghalith, Moawia
Barone-Adesi, Giovanni
Schoutens, Wim
Levendorskij, Sergej Z.
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International journal of theoretical and applied finance
Research paper series / Swiss Finance Institute
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
International journal of financial engineering
3
Journal of banking & finance
3
Journal of derivatives & hedge funds
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Review of derivatives research
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AFI
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Journal of risk and financial management : JRFM
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Quantitative finance
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Robert H. Smith School Research Paper
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Swiss Finance Institute Research Paper
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The European journal of finance
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The journal of computational finance
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Digital finance : smart data analytics, investment innovation, and financial technology
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European financial management : the journal of the European Financial Management Association
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Finance : revue de l'Association Française de Finance
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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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Global finance journal
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International Journal of Portfolio Analysis and Management
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International journal of computational economics and econometrics : IJCEE
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
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Review of Financial Studies, 2008
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Rodney L. White Center for Financial Research
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The review of financial studies
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Wiley series in probability and statistics
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Pricing and hedging of CDO-squared tranches by using a one factor Lévy model
Guillaume, Florence
;
Jacobs, Philippe
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 663-685
Persistent link: https://www.econbiz.de/10003899503
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2
Hedging under the Heston model with jump-to-default
Carr, Peter
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
11
(
2008
)
4
,
pp. 403-414
Persistent link: https://www.econbiz.de/10003746726
Saved in:
3
The pricing of exotic options by Monte-Carlo simulations in a Lèvy market with stochastic volatility
Schoutens, Wim
;
Symens, Stijn
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 839-864
Persistent link: https://www.econbiz.de/10001862172
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