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~isPartOf:"Journal of banking & finance"
~isPartOf:"Review of derivatives research"
~subject:"American options"
~subject:"Time series analysis"
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American options
Time series analysis
Option pricing theory
16
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2003-2006
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Journal of banking & finance
Review of derivatives research
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Pricing and disentanglement of American puts in the hyper-exponential
jump-diffusion
model
Leippold, Markus
;
Vasiljević, Nikola
- In:
Journal of banking & finance
77
(
2017
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011814354
Saved in:
2
Equity index variance : evidence from flexible parametric
jump-diffusion
models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
3
Out-of-sample density forecasts with affine
jump
diffusion
models
Yun, Jaeho
- In:
Journal of banking & finance
47
(
2014
),
pp. 74-87
Persistent link: https://www.econbiz.de/10010506503
Saved in:
4
Options pricing under the one-dimensional
jump-diffusion
model using the radial basis function interpolation scheme
Chan, Tat Lung
;
Hubbert, Simon
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 161-189
Persistent link: https://www.econbiz.de/10010529637
Saved in:
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