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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Optionspreistheorie"
~subject:"Simulation"
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Optionspreistheorie
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Kamrad, Bardia
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Nelson, Ray D.
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Management science : journal of the Institute for Operations Research and the Management Sciences
European journal of operational research : EJOR
10
Finance and stochastics
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Group decision and negotiation
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Journal of economic dynamics & control
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Les cahiers du GERAD
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Order statistics: theory & methods
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Review of derivatives research
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Multinomial approximating models for options with k state variables
Kamrad, Bardia
- In:
Management science : journal of the Institute for …
37
(
1991
)
12
,
pp. 1640-1652
Persistent link: https://www.econbiz.de/10001120186
Saved in:
2
Bootstrapped insights into empirical applications of stochastic dominance
Nelson, Ray D.
- In:
Management science : journal of the Institute for …
37
(
1991
)
9
,
pp. 1182-1194
Persistent link: https://www.econbiz.de/10001112398
Saved in:
3
Testing behavioral simulation models by direct experiment
Sterman, John D.
- In:
Management science : journal of the Institute for …
33
(
1987
)
12
,
pp. 1572-1592
Persistent link: https://www.econbiz.de/10001057530
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