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~person:"Szimayer, Alexander"
~subject:"Deutschland"
~subject:"Volatilität"
~type_genre:"Elektronischer Datenträger"
~type_genre:"Forschungsbericht"
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Option pricing theory
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Pricing
American options in the Heston model : a close look on incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
-
2011
Persistent link: https://www.econbiz.de/10009688311
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2
Quanto option
pricing
in the parsimonious Heston model
Dimitroff, Georgi
;
Szimayer, Alexander
;
Wagner, Andreas
-
2009
Persistent link: https://www.econbiz.de/10009688320
Saved in:
3
A parsimonious multi-asset Heston model : calibration and derivative
pricing
Szimayer, Alexander
;
Dimitroff, Geogri
;
Lorenz, Stefan
-
2009
Persistent link: https://www.econbiz.de/10009688323
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