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~language:"eng"
~subject:"Option pricing theory"
~type_genre:"Hochschulschrift"
~type_genre:"Mehrbändiges Werk"
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Excursion theory and local times for Bessel and Brownian Diffusions with applications to credit risk
Zhu, Xiaolin
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2020
Persistent link: https://www.econbiz.de/10012533135
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Monte Carlo simulation of boundary crossing probabilities with applications to finance and statistics
Gür, Sercan
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2019
Persistent link: https://www.econbiz.de/10012197036
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3
Pricing interest rate, dividend, and equity risk
Willems, Sander
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2019
Persistent link: https://www.econbiz.de/10012198741
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The valuation of option contracts subject to counterparty risk
Sturn, Raphael Christian Benedikt
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2019
Persistent link: https://www.econbiz.de/10012173134
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Simulations on Lévy subordinators and Lévy driven contagion models
Qu, Yan
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2019
Persistent link: https://www.econbiz.de/10012533229
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Options trading strategies and equity risk premia
Tedeschini, Davide
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2018
Persistent link: https://www.econbiz.de/10011939978
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Hourly price forward curves for electricity markets : construction, dynamics and stochastics
Saethero, Audun Sviland
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2018
Persistent link: https://www.econbiz.de/10012260226
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On the running maximum of brownian motion and associated lookback options
Ho, Tak Yui
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2018
Persistent link: https://www.econbiz.de/10012533193
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9
Calibration, filtering and hedging : non-linear information processing in mathematical finance
Gonon, Lukas
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2018
Persistent link: https://www.econbiz.de/10012249961
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Algorithmic optimization and its application in finance
Avdiu, Kujtim
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2021
Persistent link: https://www.econbiz.de/10013337406
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