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~person:"Escobar, Marcos"
~subject:"Black-Scholes model"
~subject:"default risk"
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Escobar, Marcos
Kühn, Christoph
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Wystup, Uwe
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Zanette, Antonino
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Chance, Don M.
4
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4
Griebsch, Susanne
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International journal of theoretical and applied finance
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The journal of computational finance
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ECONIS (ZBW)
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Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
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2
Pricing two-asset barrier options under stochastic correlation via perturbation
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
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