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~person:"Løchte Jørgensen, Peter"
~subject:"Optionsgeschäft"
~type:"article"
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Optionsgeschäft
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Løchte Jørgensen, Peter
Ryu, Doojin
25
Wang, Xingchun
22
Zhang, Jin E.
18
Carr, Peter
16
Lee, Hangsuck
16
Kang, Jangkoo
12
Kwok, Yue-Kuen
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Fusai, Gianluca
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Zanette, Antonino
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Elliott, Robert J.
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Ha, Hongjun
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Applied mathematical finance
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The European journal of finance
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Time charters with purchase options in shipping : valuation and risk management
Løchte Jørgensen, Peter
;
Giovanni, Domenico de
- In:
Applied mathematical finance
17
(
2010
)
5/6
,
pp. 399-430
Persistent link: https://www.econbiz.de/10008797257
Saved in:
2
Lognormal approximation of complex path-dependent pension scheme payoffs
Løchte Jørgensen, Peter
- In:
The European journal of finance
13
(
2007
)
7/8
,
pp. 595-619
Persistent link: https://www.econbiz.de/10003609931
Saved in:
3
Life insurance liabilities at market value : an analysis of insolvency risk, bonus policy, and regulatory intervention rules in a barrier option framework
Grosen, Anders
;
Løchte Jørgensen, Peter
- In:
The journal of risk and insurance : the journal of the …
69
(
2002
)
1
,
pp. 63-91
Persistent link: https://www.econbiz.de/10001671252
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