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~person:"Benth, Fred Espen"
~person:"Chang, Chuang-chang"
~person:"Jacobs, Kris"
~person:"Kräussl, Roman"
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Option trading
43
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43
Option pricing theory
31
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11
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11
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10
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Benth, Fred Espen
Chang, Chuang-chang
Jacobs, Kris
Kräussl, Roman
Ryu, Doojin
28
Hull, John
27
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22
Carr, Peter
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Cui, Zhenyu
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Madan, Dilip B.
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Lee, Hangsuck
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ECONIS (ZBW)
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41
A semilinear Black and Scholes partial differential equation for valuing American options
Benth, Fred Espen
;
Karlsen, Kenneth H.
;
Reikvam, Kristin
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 277-298
Persistent link: https://www.econbiz.de/10001771698
Saved in:
42
Quasi Monte-Carlo evaluation of sensitivities of options in commodity and energy markets
Benth, Fred Espen
;
Dahl, Lars O.
;
Hvistendahl Karlsen, …
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 865-884
Persistent link: https://www.econbiz.de/10001862191
Saved in:
43
An exponential extrapolation approach for the valuation and hedging of American options
Chang, Chuang-chang
- In:
International journal of business
5
(
2000
)
2
,
pp. 29-55
Persistent link: https://www.econbiz.de/10001522445
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