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~person:"Biswas, Md. Haider Ali"
~person:"Glau, Kathrin"
~subject:"Option pricing theory"
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Option pricing theory
Optionspreistheorie
3
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Stochastischer Prozess
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Heston model
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Modellierung
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Option trading
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Optionsgeschäft
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American option
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Biswas, Md. Haider Ali
Glau, Kathrin
Chiarella, Carl
3
Cui, Zhenyu
3
Baule, Rainer
2
Bernard, Carole
2
Chan, Jiun Hong
2
Ehrhardt, Matthias
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Elliott, Robert J.
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He, Xin-Jiang
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Joshi, Mark S.
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Levendorskij, Sergej Z.
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Nishide, Katsumasa
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Takahashi, Akihiko
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Teng, Long
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Aly, Sidi Mohamed Ould
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Caramellino, Lucia
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Journal of mathematical finance
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Quantitative finance
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The journal of computational finance
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Complexity reduction for calibration to American options
Burkovska, Olena
;
Glau, Kathrin
;
Mahlstedt, Mirco
; …
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 25-60
Persistent link: https://www.econbiz.de/10012064981
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2
Calibration to American options : numerical investigation of the de-Americanization method
Burkovska, O.
;
Gass, M.
;
Glau, Kathrin
;
Mahlstedt, M.
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1091-1113
Persistent link: https://www.econbiz.de/10011911523
Saved in:
3
Mathematical analysis of financial model on market price with stochastic volatility
Mondal, Mitun Kumar
;
Alim, Md. Abdul
;
Rahman, Md. Faizur
; …
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 351-365
Persistent link: https://www.econbiz.de/10011673935
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