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~person:"Joshi, Mark S."
~person:"Merton, Robert C."
~subject:"Optionspreistheorie"
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Search: subject_exact:"Black-Scholes option pricing model"
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Optionspreistheorie
Black-Scholes model
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Option pricing theory
5
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Myron S. Scholes
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Joshi, Mark S.
Merton, Robert C.
Lee, Cheng F.
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10
Madan, Dilip B.
10
Câmara, António
9
Ehrhardt, Matthias
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Cui, Zhenyu
6
Engle, Robert F.
6
Garcia, René
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Ko, Bangwon
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Lee, Hangsuck
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Orlando, Giuseppe
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Schoutens, Wim
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Singh, Vipul Kumar
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Stefanica, Dan
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Takahashi, Akihiko
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Ševčovič, Daniel
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Alòs, Elisa
4
Chance, Don M.
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Elliott, Robert J.
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Fengler, Matthias R.
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Frey, Rüdiger
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Henry-Labordere, Pierre
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
2
Applied mathematical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Options : classic approaches to pricing and modelling
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Optimal partial proxy method for computing gammas of financial products with discontinuous and angular payoffs
Joshi, Mark S.
;
Zhu, Dan
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 22-56
Persistent link: https://www.econbiz.de/10011546983
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2
Achieving smooth asymptotics for the prices of European options in binomial trees
Joshi, Mark S.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003632920
Saved in:
3
Achieving higher order convergence for the prices of European pptions in binomial trees
Joshi, Mark S.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003632930
Saved in:
4
Achieving higher order convergence for the prices of European options in binomial trees
Joshi, Mark S.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 89-103
Persistent link: https://www.econbiz.de/10003955683
Saved in:
5
Theory of rational option pricing
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 81-133)
.
1999
Persistent link: https://www.econbiz.de/10001772450
Saved in:
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