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Option pricing theory
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Bouchaud, Jean-Philippe
1
Caginalp, G.
1
Ekström, Erik
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Jaimungal, S.
1
Kinzebulatov, D.
1
Knight, John L.
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Applied mathematical finance
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Optimal accelerated share repurchases
Jaimungal, S.
;
Kinzebulatov, D.
;
Rubisov, D. H.
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 216-245
Persistent link: https://www.econbiz.de/10011815227
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2
Comparison of two methods for superreplication
Ekström, Erik
;
Tysk, Johan
- In:
Applied mathematical finance
19
(
2012
)
1/2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10009561234
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3
A theoretically consistent version of the Nelson and Siegel class of yield curve models
Krippner, Leo
- In:
Applied mathematical finance
13
(
2006
)
1
,
pp. 39-59
Persistent link: https://www.econbiz.de/10003320038
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4
A re-examination of Sharpe's ratio for log-normal prices
Knight, John L.
;
Satchell, Stephen
- In:
Applied mathematical finance
12
(
2005
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10002727068
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5
Phenomenology of the interest rate curve
Bouchaud, Jean-Philippe
(
contributor
)
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 209-232
Persistent link: https://www.econbiz.de/10001490691
Saved in:
6
The predictive power of price patterns
Caginalp, G.
;
Laurent, H.
- In:
Applied mathematical finance
5
(
1998
)
3/4
,
pp. 181-205
Persistent link: https://www.econbiz.de/10001446810
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