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Article 52
Language
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English 52
Author
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Sattayatham, Pairote 3 Alghalith, Moawia 2 Hashemi, Fariba 2 Thaaneswaran, Aerambamoorthy 2 Ze-To, Samuel Y. M. 2 An, Yunbi 1 Appadoo, Srimantoorao S. 1 Arian, Hamidreza 1 Assogbavi, Tov 1 Balyeat, Brian 1 Barros, Carlos 1 Bhattacharyya, Malay 1 Bishwal, Jaya Prakasah Narayan 1 Blasi, Francesco 1 Briec, Walter 1 Cao, Lingyan 1 Cheang, Gerald H. L. 1 Cheung, Andrew M. K. 1 Cui, Yujie 1 Del Chicca, Lucia 1 Escobar, Marcos 1 Farahi, Mohammad Hadi 1 Fatone, Lorella 1 Gar Man Koo, Simon 1 Gong, Hui 1 Gumbo, Victor 1 Guo, Zheng-feng 1 Hessel, Christopher 1 Hsiao, Yi-long 1 Huang, Yujuan 1 Ivancevic, Vladimir G. 1 Jeng, Jau-lian 1 Jiang, Chonghui 1 Jiang, George J. 1 Johnson, Stafford 1 Kaimakamis, George 1 Kang, Joseph C. S. 1 Kiriakopoulos, Konstantinos 1 Koo, Simon G. M. 1 Koulis, Alexandros 1
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Journal of mathematical finance 52
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OLC EcoSci 52
Showing 1 - 10 of 52
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Generalized stochastic processes : the portfolio model
Alghalith, Moawia - In: Journal of mathematical finance 2 (2012) 2, pp. 199-201
Persistent link: https://www.econbiz.de/10010097950
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A computational approach to financial option pricing using quasi Monte Carlo methods via variance reduction techniques
Mehrdoust, Farshid; Vajargah, Kianoush Fathi - In: Journal of mathematical finance 2 (2012) 2, pp. 195-198
Persistent link: https://www.econbiz.de/10010097951
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On valuing constant maturity swap spread derivatives
Tchuindjo, Leonard - In: Journal of mathematical finance 2 (2012) 2, pp. 189-194
Persistent link: https://www.econbiz.de/10010097952
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Optimization of dynamic portfolio insurance model
Yao, Yuan - In: Journal of mathematical finance 2 (2012) 2, pp. 181-188
Persistent link: https://www.econbiz.de/10010097953
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Asset pricing with stochastic habit formation
Nakagawa, Masao - In: Journal of mathematical finance 2 (2012) 2, pp. 175-180
Persistent link: https://www.econbiz.de/10010097954
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Option pricing applications of quadratic volatility models
Appadoo, Srimantoorao S.; Thaaneswaran, Aerambamoorthy; … - In: Journal of mathematical finance 2 (2012) 2, pp. 159-174
Persistent link: https://www.econbiz.de/10010097955
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Interest rate models
Paseka, Alex; Koulis, Theodoro; Thaaneswaran, Aerambamoorthy - In: Journal of mathematical finance 2 (2012) 2, pp. 141-158
Persistent link: https://www.econbiz.de/10010097956
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The simulation of European call options' sensitivity based on black-scholes option formula
Cui, Yujie; Yu, Baoli - In: Journal of mathematical finance 2 (2012) 3, pp. 264-268
Persistent link: https://www.econbiz.de/10010097957
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Do idiosyncratic risks in multi-factor asset pricing models really contain a hidden non-diversifiable factor? : a diagnostic testing approach
Jeng, Jau-lian; Liu, Qingfeng Wilson - In: Journal of mathematical finance 2 (2012) 3, pp. 251-263
Persistent link: https://www.econbiz.de/10010097958
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Some properties for the American option-pricing model
Yin, Hong-ming - In: Journal of mathematical finance 2 (2012) 3, pp. 243-250
Persistent link: https://www.econbiz.de/10010097959
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