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~isPartOf:"Journal of mathematical finance"
~isPartOf:"Lecture notes in economics and mathematical systems : LNEMS"
~isPartOf:"Tübinger Diskussionsbeiträge"
~subject:"Option pricing theory"
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Search: subject_exact:"Integralrechnung"
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Option pricing theory
Analysis
18
Mathematical analysis
18
Stochastic process
11
Stochastischer Prozess
11
Theorie
11
Theory
11
Optionspreistheorie
10
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4
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4
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3
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2
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Owoloko, Enahoro Alfred
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Reiß, Ariane
1
Sochacki, James
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Journal of mathematical finance
Lecture notes in economics and mathematical systems : LNEMS
Tübinger Diskussionsbeiträge
The journal of computational finance
17
International journal of theoretical and applied finance
15
Quantitative finance
9
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
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6
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Computational methods in financial engineering : essays in honour of Manfred Gilli
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ECONIS (ZBW)
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1
A clustering method to solve backward stochastic differential equations with jumps
Zhang, Liangliang
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012545300
Saved in:
2
Introducing the power series method to numerically approximate contingent claim partial differential equations
Buetow, Gerald W.
;
Sochacki, James
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 616-636
Persistent link: https://www.econbiz.de/10012433130
Saved in:
3
Theories on the relationship between price process and stochastic volatility matrix with compensated poisson jump using fourier transforms
Andam, Perpetual Saah
;
Ackora-Prah, Joseph
; …
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 633-656
Persistent link: https://www.econbiz.de/10011752419
Saved in:
4
Valuation of European call options via the fast Fourier transform and the improved Mellin transform
Fadugba, Sunday Emmanuel
;
Nwozo, Chuma Raphael
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 338-359
Persistent link: https://www.econbiz.de/10011544533
Saved in:
5
A contingent claim approach to bank valuation
Owoloko, Enahoro Alfred
;
Omoregbe, Nicholas Amienwan
; …
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 234-244
Persistent link: https://www.econbiz.de/10011312423
Saved in:
6
Recent developments in fuzzy sets approach in option pricing
Appadoo, Srimantoorao S.
;
Thavaneswaran, Aerambamoorthy
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 312-322
Persistent link: https://www.econbiz.de/10010239557
Saved in:
7
Pricing interest-rate derivatives : a fourier-transform based approach
Bouziane, Markus
-
2008
Persistent link: https://www.econbiz.de/10003571605
Saved in:
8
Modular pricing of options : an application of Fourier analysis
Zhu, Jianwei
-
2000
Persistent link: https://www.econbiz.de/10001499875
Saved in:
9
Modular pricing of options
Zhu, Jianwei
-
1999
Persistent link: https://www.econbiz.de/10013268732
Saved in:
10
Die Lösung von Differentialgleichungen mittels numerischer Verfahren oder Leitfaden zum Aufspüren von Fehlbewertungen bei Derivaten
Reiß, Ariane
-
1996
Persistent link: https://www.econbiz.de/10013346209
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